+211.7%
MRSH vs YUM
+171.3%
+40.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.8% |
| 7D | -4.8% | -6.1% | +1.3% | -1.9% |
| 30D | -6.3% | -5.8% | -0.5% | -3.7% |
| 3M | +5.8% | -7.6% | +13.4% | +9.4% |
| 6M | +2.8% | -9.1% | +11.9% | +6.8% |
| YTD | -3.1% | -5.5% | +2.4% | -1.4% |
| 1Y | -11.3% | -3.7% | -7.6% | -10.8% |
| 3Y | -5.0% | +17.8% | -22.8% | -15.0% |
| 5Y | +19.2% | +19.3% | -0.1% | +5.1% |
| All | +211.7% | +171.3% | +40.4% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling