+74.7%
MRK vs YUM
-2.1%
+76.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -4.3% | -6.1% | +1.8% | -2.4% |
| 30D | +8.3% | -5.8% | +14.1% | +10.2% |
| 3M | +20.0% | -7.6% | +27.7% | +22.6% |
| 6M | +25.7% | -9.1% | +34.8% | +29.2% |
| YTD | +38.7% | -5.5% | +44.3% | +40.8% |
| 1Y | +74.7% | -3.7% | +78.4% | +74.8% |
| All | +74.7% | -2.1% | +76.8% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling