+103.8%
MSTR vs YUM
+19.0%
+84.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +3.3% |
| 7D | -8.3% | -6.1% | -2.2% | -4.4% |
| 30D | +38.1% | -5.8% | +43.9% | +43.5% |
| 3M | +9.0% | -7.6% | +16.6% | +14.1% |
| 6M | -5.3% | -9.1% | +3.8% | -0.5% |
| YTD | -13.8% | -5.5% | -8.3% | -13.4% |
| 1Y | -59.8% | -3.7% | -56.1% | -61.0% |
| 3Y | +282.2% | +17.8% | +264.4% | +162.7% |
| All | +103.8% | +19.0% | +84.8% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling