+732.8%
MRK vs YUM
+4,087.9%
-3,355.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -5.0% | -5.2% | +0.2% | -3.7% |
| 30D | +11.0% | -0.1% | +11.0% | +10.9% |
| 3M | +22.4% | -4.3% | +26.7% | +23.4% |
| 6M | +25.4% | -8.7% | +34.1% | +27.9% |
| YTD | +39.5% | -3.5% | +43.0% | +40.2% |
| 1Y | +78.0% | +0.5% | +77.5% | +77.0% |
| 3Y | +45.5% | +20.5% | +25.0% | +37.4% |
| 5Y | +130.3% | +21.8% | +108.5% | +115.0% |
| 10Y | +229.8% | +176.5% | +53.3% | +147.1% |
| All | +732.8% | +4,087.9% | -3,355.1% | +271.5% |
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