+4,535.0%
YUM vs M
+121.3%
+4,413.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | +0.1% | +7.0% | -6.9% | -1.3% |
| 30D | +10.0% | +8.9% | +1.1% | +8.0% |
| 3M | +7.5% | +4.5% | +3.0% | +6.2% |
| 6M | +8.8% | +36.2% | -27.4% | +1.3% |
| YTD | +8.2% | +15.1% | -6.9% | +3.6% |
| 1Y | +9.8% | +27.4% | -17.6% | +2.8% |
| 3Y | +36.4% | +160.1% | -123.7% | +3.9% |
| 5Y | +41.7% | -1.6% | +43.3% | +24.4% |
| 10Y | +217.5% | -7.7% | +225.2% | +131.6% |
| All | +4,535.0% | +121.3% | +4,413.7% | +1,949.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling