+5,731.6%
MU vs YUM
+171.3%
+5,560.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.9% |
| 7D | -4.1% | -6.1% | +2.0% | -1.0% |
| 30D | +7.0% | -5.8% | +12.8% | +10.0% |
| 3M | -2.1% | -7.6% | +5.6% | +0.9% |
| 6M | +133.1% | -9.1% | +142.2% | +139.2% |
| YTD | +241.9% | -5.5% | +247.4% | +241.4% |
| 1Y | +548.8% | -3.7% | +552.5% | +531.5% |
| 3Y | +1,308.2% | +17.8% | +1,290.4% | +1,077.6% |
| 5Y | +1,260.7% | +19.3% | +1,241.5% | +1,020.8% |
| All | +5,731.6% | +171.3% | +5,560.3% | +2,892.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling