+1,120.5%
MPC vs YUM
+177.1%
+943.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | +1.2% | -5.2% | +6.4% | +4.0% |
| 30D | +17.0% | -0.1% | +17.1% | +16.7% |
| 3M | +49.5% | -4.3% | +53.7% | +51.3% |
| 6M | +83.5% | -8.7% | +92.2% | +88.9% |
| YTD | +144.1% | -3.5% | +147.6% | +141.8% |
| 1Y | +119.6% | +0.5% | +119.1% | +110.4% |
| 3Y | +168.1% | +20.5% | +147.5% | +120.8% |
| 5Y | +671.3% | +21.8% | +649.5% | +517.9% |
| All | +1,120.5% | +177.1% | +943.4% | +535.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling