+144.0%
MP vs YUM
+36.3%
+107.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -3.6% | +2.0% | -5.7% | -3.8% |
| 30D | -21.0% | +10.6% | -31.6% | -21.6% |
| 3M | -33.3% | +10.8% | -44.1% | -33.9% |
| 6M | -45.9% | +6.5% | -52.4% | -46.3% |
| YTD | -27.8% | +7.5% | -35.3% | -29.1% |
| 1Y | -43.2% | +10.2% | -53.3% | -44.8% |
| 3Y | +144.0% | +34.8% | +109.2% | +97.0% |
| All | +144.0% | +36.3% | +107.7% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling