+165.5%
YUM vs MCO
+393.6%
-228.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.8% |
| 7D | -6.1% | -3.8% | -2.3% | -4.6% |
| 30D | -5.8% | -0.4% | -5.4% | -5.7% |
| 3M | -7.6% | +7.7% | -15.4% | -10.7% |
| 6M | -9.1% | +7.0% | -16.1% | -12.2% |
| YTD | -5.5% | -6.4% | +0.9% | -4.2% |
| 1Y | -3.7% | -7.6% | +3.9% | -2.0% |
| 3Y | +17.8% | +43.2% | -25.4% | -3.2% |
| 5Y | +19.3% | +29.6% | -10.3% | +0.3% |
| All | +165.5% | +393.6% | -228.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling