+198.5%
MPC vs YUM
+34.6%
+163.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.4% |
| 7D | +9.4% | -4.1% | +13.5% | +9.1% |
| 30D | -13.4% | +8.4% | -21.8% | -13.0% |
| 3M | +18.9% | +6.5% | +12.4% | +19.5% |
| 6M | +64.9% | +5.3% | +59.6% | +65.7% |
| YTD | +156.8% | +6.9% | +149.9% | +155.7% |
| 1Y | +113.2% | +8.7% | +104.4% | +111.7% |
| All | +198.5% | +34.6% | +163.9% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling