+398.0%
MTZ vs YUM
+215.4%
+182.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -6.0% | +10.0% | -16.0% | -11.9% |
| 3M | -36.1% | +7.5% | -43.6% | -39.7% |
| 6M | -56.9% | +8.8% | -65.7% | -59.8% |
| YTD | -15.9% | +8.2% | -24.1% | -22.3% |
| 1Y | -3.8% | +9.8% | -13.7% | -12.2% |
| 3Y | +272.3% | +36.4% | +235.8% | +183.2% |
| 5Y | +91.1% | +41.7% | +49.4% | +40.0% |
| All | +398.0% | +215.4% | +182.6% | +108.8% |
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