+4,787.8%
MSFT vs YUM
+4,229.6%
+558.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -1.4% | -1.7% | +0.2% | -0.9% |
| 30D | -1.0% | -0.8% | -0.2% | -0.9% |
| 3M | +20.2% | +1.5% | +18.7% | +19.3% |
| 6M | +21.3% | -6.1% | +27.4% | +23.1% |
| YTD | +2.8% | -0.2% | +3.0% | +2.0% |
| 1Y | 0.0% | +2.5% | -2.5% | -2.1% |
| 3Y | +51.2% | +24.6% | +26.6% | +37.0% |
| 5Y | +71.4% | +25.7% | +45.8% | +54.8% |
| 10Y | +868.6% | +179.7% | +688.9% | +571.7% |
| All | +4,787.8% | +4,229.6% | +558.2% | +1,576.8% |
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 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