+3,312.9%
MPC vs YUM
+452.4%
+2,860.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +11.2% | +0.1% | +11.1% | +11.2% |
| 30D | -14.5% | +10.0% | -24.5% | -18.7% |
| 3M | +16.7% | +7.5% | +9.2% | +11.5% |
| 6M | +67.6% | +8.8% | +58.8% | +57.8% |
| YTD | +157.9% | +8.2% | +149.7% | +140.5% |
| 1Y | +116.7% | +9.8% | +106.8% | +100.0% |
| 3Y | +199.8% | +36.4% | +163.3% | +138.2% |
| 5Y | +604.4% | +41.7% | +562.7% | +438.9% |
| 10Y | +1,171.5% | +217.5% | +954.0% | +551.8% |
| All | +3,312.9% | +452.4% | +2,860.5% | +900.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling