+3,701.4%
MO vs YUM
+4,087.9%
-386.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -1.0% | -5.2% | +4.2% | 0.0% |
| 30D | +5.8% | -0.1% | +5.9% | +5.8% |
| 3M | -4.5% | -4.3% | -0.2% | -3.9% |
| 6M | +5.7% | -8.7% | +14.4% | +7.3% |
| YTD | +23.1% | -3.5% | +26.6% | +23.6% |
| 1Y | +10.9% | +0.5% | +10.5% | +10.3% |
| 3Y | +96.1% | +20.5% | +75.6% | +87.0% |
| 5Y | +100.1% | +21.8% | +78.3% | +89.3% |
| 10Y | +114.0% | +176.5% | -62.6% | +71.5% |
| All | +3,701.4% | +4,087.9% | -386.4% | +2,001.8% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling