+443.0%
MP vs YUM
+85.4%
+357.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.8% |
| 7D | -0.7% | -3.6% | +2.8% | +0.9% |
| 30D | -0.7% | +0.4% | -1.0% | -1.4% |
| 3M | 0.0% | -3.8% | +3.8% | +0.5% |
| 6M | -10.0% | -8.3% | -1.7% | -7.7% |
| YTD | +7.5% | -2.6% | +10.1% | +5.5% |
| 1Y | -14.0% | +1.5% | -15.5% | -19.2% |
| 3Y | +153.5% | +21.6% | +131.9% | +101.8% |
| 5Y | +62.7% | +23.5% | +39.2% | +24.8% |
| All | +443.0% | +85.4% | +357.6% | +184.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling