+158.5%
MP vs YUM
+23.7%
+134.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | +8.3% | -0.8% | +9.2% | +8.3% |
| 3M | -3.8% | +1.5% | -5.3% | -4.7% |
| 6M | -4.9% | -6.1% | +1.2% | -4.0% |
| YTD | +9.6% | -0.2% | +9.8% | +7.9% |
| 1Y | -11.7% | +2.5% | -14.2% | -14.6% |
| 3Y | +158.5% | +24.6% | +133.9% | +98.0% |
| All | +158.5% | +23.7% | +134.8% | +98.0% |
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