+22.1%
MTZ vs YUM
+0.9%
+21.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.6% |
| 7D | 0.0% | -5.2% | +5.2% | -0.4% |
| 30D | -14.8% | -0.1% | -14.7% | -15.0% |
| 3M | -30.8% | -4.3% | -26.5% | -30.8% |
| 6M | -22.6% | -8.7% | -13.9% | -22.8% |
| YTD | +6.8% | -3.5% | +10.3% | +7.9% |
| 1Y | +22.1% | +0.5% | +21.7% | +26.3% |
| All | +22.1% | +0.9% | +21.3% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling