+165.5%
YUM vs MDY
+177.2%
-11.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | -6.1% | -1.9% | -4.2% | -5.0% |
| 30D | -5.8% | -4.6% | -1.2% | -3.3% |
| 3M | -7.6% | -1.2% | -6.4% | -7.2% |
| 6M | -9.1% | +9.2% | -18.4% | -14.2% |
| YTD | -5.5% | +13.1% | -18.6% | -12.8% |
| 1Y | -3.7% | +13.0% | -16.7% | -11.3% |
| 3Y | +17.8% | +49.2% | -31.4% | -10.8% |
| 5Y | +19.3% | +47.2% | -28.0% | -10.3% |
| All | +165.5% | +177.2% | -11.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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