-56.9%
MTZ vs YUM
+7.3%
-64.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -6.0% | +10.0% | -16.0% | -5.2% |
| 3M | -36.1% | +7.5% | -43.6% | -35.8% |
| 6M | -56.9% | +8.8% | -65.7% | -56.5% |
| All | -56.9% | +7.3% | -64.1% | -56.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling