+578.0%
MTZ vs YUM
+4,595.4%
-4,017.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.8% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -6.0% | +10.0% | -16.0% | -10.6% |
| 3M | -36.1% | +7.5% | -43.6% | -38.9% |
| 6M | -56.9% | +8.8% | -65.7% | -59.1% |
| YTD | -15.9% | +8.2% | -24.1% | -20.6% |
| 1Y | -3.8% | +9.8% | -13.7% | -10.0% |
| 3Y | +272.3% | +36.4% | +235.8% | +210.4% |
| 5Y | +91.1% | +41.7% | +49.4% | +56.7% |
| 10Y | +426.0% | +217.5% | +208.5% | +208.0% |
| All | +578.0% | +4,595.4% | -4,017.4% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling