+13.4%
YUM vs M
+36.6%
-23.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.6% | -1.7% | +5.2% |
| 7D | +10.8% | +8.3% | +2.5% | +10.0% |
| 30D | +21.4% | +14.2% | +7.2% | +20.2% |
| 3M | +13.2% | -1.1% | +14.3% | +12.9% |
| 6M | +8.8% | +36.6% | -27.8% | +5.1% |
| YTD | +11.5% | +19.8% | -8.2% | +9.7% |
| 1Y | +13.4% | +37.2% | -23.8% | +9.0% |
| All | +13.4% | +36.6% | -23.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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