+779.8%
MTZ vs YUM
+4,264.3%
-3,484.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | -1.6% | -2.0% | +0.5% | -0.7% |
| 30D | -11.1% | -1.1% | -10.0% | -11.0% |
| 3M | -36.7% | +1.8% | -38.5% | -37.6% |
| 6M | -21.9% | -4.7% | -17.2% | -21.1% |
| YTD | +9.1% | +0.6% | +8.5% | +7.4% |
| 1Y | +30.0% | +6.4% | +23.6% | +24.0% |
| 3Y | +138.5% | +22.6% | +115.9% | +110.6% |
| 5Y | +158.3% | +26.0% | +132.4% | +125.4% |
| 10Y | +700.8% | +174.6% | +526.2% | +402.6% |
| All | +779.8% | +4,264.3% | -3,484.5% | +124.1% |
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