+265.1%
MU vs YUM
+15.9%
+249.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.9% | -12.9% | -3.3% |
| 7D | -19.1% | +10.8% | -29.9% | -13.5% |
| 30D | -25.2% | +21.4% | -46.7% | -15.9% |
| 3M | -10.9% | +13.2% | -24.1% | -3.2% |
| 6M | +38.0% | +8.8% | +29.2% | +49.3% |
| YTD | +178.8% | +11.5% | +167.3% | +215.1% |
| 1Y | +265.1% | +13.4% | +251.8% | +324.6% |
| All | +265.1% | +15.9% | +249.2% | +324.6% |
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 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