+17.8%
YUM vs MGY
+25.2%
-7.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -6.1% | +3.5% | -9.6% | -6.1% |
| 30D | -5.8% | +5.3% | -11.1% | -5.9% |
| 3M | -7.6% | +2.6% | -10.3% | -7.6% |
| 6M | -9.1% | -3.3% | -5.9% | -9.1% |
| YTD | -5.5% | +29.2% | -34.7% | -7.2% |
| 1Y | -3.7% | +18.0% | -21.7% | -4.9% |
| 3Y | +17.8% | +30.0% | -12.2% | +12.8% |
| All | +17.8% | +25.2% | -7.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling