+1,311.3%
MU vs YUM
+20.4%
+1,290.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.9% |
| 7D | +2.0% | -5.2% | +7.2% | +2.2% |
| 30D | +12.5% | -0.1% | +12.6% | +12.4% |
| 3M | +9.6% | -4.3% | +13.9% | +9.5% |
| 6M | +142.6% | -8.7% | +151.3% | +143.8% |
| YTD | +242.7% | -3.5% | +246.1% | +239.3% |
| 1Y | +599.3% | +0.5% | +598.8% | +582.7% |
| All | +1,311.3% | +20.4% | +1,290.9% | +1,159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling