+68.9%
MP vs YUM
+26.6%
+42.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +3.0% | -1.7% | +4.7% | +3.7% |
| 30D | +8.3% | -0.8% | +9.2% | +8.1% |
| 3M | -3.8% | +1.5% | -5.3% | -5.8% |
| 6M | -4.9% | -6.1% | +1.2% | -3.6% |
| YTD | +9.6% | -0.2% | +9.8% | +6.5% |
| 1Y | -11.7% | +2.5% | -14.2% | -16.8% |
| 3Y | +158.5% | +24.6% | +133.9% | +101.8% |
| 5Y | +68.9% | +25.7% | +43.3% | +27.7% |
| All | +68.9% | +26.6% | +42.3% | +27.7% |
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