-34.6%
MP vs YUM
+15.9%
-50.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.9% | -11.0% | -2.7% |
| 7D | -12.5% | +10.8% | -23.3% | -8.9% |
| 30D | -23.3% | +21.4% | -44.8% | -17.1% |
| 3M | -24.4% | +13.2% | -37.5% | -20.4% |
| 6M | -45.8% | +8.8% | -54.5% | -43.0% |
| YTD | -28.9% | +11.5% | -40.5% | -23.4% |
| 1Y | -34.6% | +13.4% | -48.0% | -29.2% |
| All | -34.6% | +15.9% | -50.5% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling