+1,252.0%
MSTR vs YUM
+3,768.2%
-2,516.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +12.2% | -2.0% | +14.2% | +13.2% |
| 30D | +45.2% | -1.1% | +46.3% | +45.7% |
| 3M | +10.4% | +1.8% | +8.6% | +9.0% |
| 6M | -2.5% | -4.7% | +2.3% | -1.3% |
| YTD | -6.0% | +0.6% | -6.6% | -7.6% |
| 1Y | -56.4% | +6.4% | -62.8% | -58.5% |
| 3Y | +306.3% | +22.6% | +283.7% | +257.4% |
| 5Y | +100.5% | +26.0% | +74.5% | +79.8% |
| 10Y | +741.1% | +174.6% | +566.5% | +434.3% |
| All | +1,252.0% | +3,768.2% | -2,516.3% | +177.8% |
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