+645.5%
MSTR vs YUM
+177.1%
+468.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -11.2% | -5.2% | -6.0% | -8.8% |
| 30D | +33.8% | -0.1% | +33.9% | +33.7% |
| 3M | +11.5% | -4.3% | +15.7% | +13.5% |
| 6M | -7.2% | -8.7% | +1.6% | -3.8% |
| YTD | -15.4% | -3.5% | -11.9% | -15.5% |
| 1Y | -60.6% | +0.5% | -61.1% | -62.0% |
| 3Y | +260.8% | +20.5% | +240.3% | +202.9% |
| 5Y | +108.8% | +21.8% | +87.0% | +76.4% |
| All | +645.5% | +177.1% | +468.4% | +352.0% |
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