+166.3%
MTZ vs YUM
+22.4%
+143.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.3% |
| 7D | +2.3% | -3.6% | +5.8% | +3.7% |
| 30D | -10.3% | +0.4% | -10.7% | -10.8% |
| 3M | -31.8% | -3.8% | -28.0% | -31.1% |
| 6M | -19.2% | -8.3% | -10.9% | -17.0% |
| YTD | +10.7% | -2.6% | +13.4% | +10.2% |
| 1Y | +37.5% | +1.5% | +36.0% | +33.1% |
| 3Y | +162.4% | +21.6% | +140.8% | +118.0% |
| 5Y | +166.3% | +23.5% | +142.8% | +108.0% |
| All | +166.3% | +22.4% | +143.9% | +108.0% |
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