+737.1%
MTZ vs YUM
+177.1%
+559.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.0% |
| 7D | 0.0% | -5.2% | +5.2% | +3.0% |
| 30D | -14.8% | -0.1% | -14.7% | -15.2% |
| 3M | -30.8% | -4.3% | -26.5% | -29.6% |
| 6M | -22.6% | -8.7% | -13.9% | -19.6% |
| YTD | +6.8% | -3.5% | +10.3% | +6.8% |
| 1Y | +22.1% | +0.5% | +21.7% | +18.0% |
| 3Y | +153.1% | +20.5% | +132.6% | +110.0% |
| 5Y | +161.4% | +21.8% | +139.6% | +113.1% |
| All | +737.1% | +177.1% | +559.9% | +340.8% |
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 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