+1,166.2%
MPC vs YUM
+211.5%
+954.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +9.4% | -4.1% | +13.5% | +11.6% |
| 30D | -13.4% | +8.4% | -21.8% | -17.3% |
| 3M | +18.9% | +6.5% | +12.4% | +13.9% |
| 6M | +64.9% | +5.3% | +59.6% | +57.4% |
| YTD | +156.8% | +6.9% | +149.9% | +139.5% |
| 1Y | +113.2% | +8.7% | +104.4% | +96.3% |
| 3Y | +201.8% | +34.1% | +167.7% | +133.7% |
| 5Y | +601.4% | +39.9% | +561.4% | +414.4% |
| All | +1,166.2% | +211.5% | +954.7% | +566.0% |
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 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