+21.8%
YUM vs M
+13.6%
+8.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.4% |
| 7D | -5.2% | -8.8% | +3.6% | -4.4% |
| 30D | -0.1% | -16.4% | +16.3% | +1.5% |
| 3M | -4.3% | -10.8% | +6.5% | -3.5% |
| 6M | -8.7% | +16.1% | -24.8% | -10.5% |
| YTD | -3.5% | -5.3% | +1.8% | -3.6% |
| 1Y | +0.5% | +24.9% | -24.4% | -2.5% |
| 3Y | +20.5% | +97.5% | -77.0% | +7.5% |
| 5Y | +21.8% | +20.4% | +1.4% | +14.7% |
| All | +21.8% | +13.6% | +8.2% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling