+129.9%
MRK vs YUM
+19.0%
+110.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -4.3% | -6.1% | +1.8% | -2.8% |
| 30D | +8.3% | -5.8% | +14.1% | +9.8% |
| 3M | +20.0% | -7.6% | +27.7% | +22.1% |
| 6M | +25.7% | -9.1% | +34.8% | +28.3% |
| YTD | +38.7% | -5.5% | +44.3% | +40.3% |
| 1Y | +74.7% | -3.7% | +78.4% | +75.8% |
| 3Y | +45.4% | +17.8% | +27.6% | +40.6% |
| All | +129.9% | +19.0% | +110.9% | +124.6% |
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 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