+4,208.2%
YUM vs M
+104.8%
+4,103.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.7% |
| 7D | -2.0% | +4.7% | -6.8% | -3.0% |
| 30D | -1.1% | -9.6% | +8.6% | +0.8% |
| 3M | +1.8% | +0.9% | +0.9% | +1.0% |
| 6M | -4.7% | +22.3% | -27.0% | -9.4% |
| YTD | +0.6% | +6.5% | -6.0% | -2.0% |
| 1Y | +6.4% | +38.8% | -32.4% | -2.2% |
| 3Y | +22.6% | +115.9% | -93.3% | -3.0% |
| 5Y | +26.0% | +28.6% | -2.7% | +3.2% |
| 10Y | +174.6% | -2.5% | +177.2% | +96.2% |
| All | +4,208.2% | +104.8% | +4,103.4% | +1,839.4% |
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