+1,255.6%
MRSH vs YUM
+4,000.0%
-2,744.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | -4.8% | -6.1% | +1.3% | -2.7% |
| 30D | -6.3% | -5.8% | -0.5% | -4.4% |
| 3M | +5.8% | -7.6% | +13.4% | +8.5% |
| 6M | +2.8% | -9.1% | +11.9% | +5.8% |
| YTD | -3.1% | -5.5% | +2.4% | -1.7% |
| 1Y | -11.3% | -3.7% | -7.6% | -10.7% |
| 3Y | -5.0% | +17.8% | -22.8% | -11.7% |
| 5Y | +19.2% | +19.3% | -0.1% | +10.1% |
| 10Y | +217.4% | +170.7% | +46.7% | +120.2% |
| All | +1,255.6% | +4,000.0% | -2,744.4% | +307.7% |
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