+445.3%
MP vs YUM
+91.6%
+353.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.9% |
| 7D | -2.9% | -2.0% | -0.8% | -1.9% |
| 30D | +13.8% | -1.1% | +14.9% | +13.7% |
| 3M | -16.7% | +1.8% | -18.5% | -18.7% |
| 6M | -11.5% | -4.7% | -6.7% | -10.8% |
| YTD | +7.9% | +0.6% | +7.4% | +4.4% |
| 1Y | -15.0% | +6.4% | -21.4% | -22.2% |
| 3Y | +153.5% | +22.6% | +130.9% | +102.7% |
| 5Y | +58.7% | +26.0% | +32.7% | +20.9% |
| All | +445.3% | +91.6% | +353.7% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling