+679.9%
MPC vs YUM
+22.4%
+657.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.8% |
| 7D | +3.2% | -3.6% | +6.8% | +3.9% |
| 30D | +25.0% | +0.4% | +24.7% | +24.8% |
| 3M | +55.2% | -3.8% | +58.9% | +55.7% |
| 6M | +86.4% | -8.3% | +94.7% | +88.5% |
| YTD | +148.5% | -2.6% | +151.1% | +146.1% |
| 1Y | +121.7% | +1.5% | +120.2% | +116.1% |
| 3Y | +172.9% | +21.6% | +151.3% | +143.6% |
| 5Y | +679.9% | +23.5% | +656.4% | +571.1% |
| All | +679.9% | +22.4% | +657.5% | +571.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling