-6.1%
MP vs YUM
+40.0%
-46.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -3.6% | +2.0% | -5.7% | -4.6% |
| 30D | -21.0% | +10.6% | -31.6% | -24.3% |
| 3M | -33.3% | +10.8% | -44.1% | -36.5% |
| 6M | -45.9% | +6.5% | -52.4% | -48.2% |
| YTD | -27.8% | +7.5% | -35.3% | -32.1% |
| 1Y | -43.2% | +10.2% | -53.3% | -47.6% |
| 3Y | +144.0% | +34.8% | +109.2% | +83.8% |
| 5Y | -6.1% | +40.0% | -46.2% | -34.8% |
| All | -6.1% | +40.0% | -46.1% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling