+175.1%
MPC vs YUM
+21.5%
+153.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | +3.2% | -3.6% | +6.8% | +3.2% |
| 30D | +25.0% | +0.4% | +24.7% | +25.0% |
| 3M | +55.2% | -3.8% | +58.9% | +55.0% |
| 6M | +86.4% | -8.3% | +94.7% | +86.6% |
| YTD | +148.5% | -2.6% | +151.1% | +146.1% |
| 1Y | +121.7% | +1.5% | +120.2% | +118.4% |
| All | +175.1% | +21.5% | +153.6% | +157.6% |
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