+165.5%
YUM vs MKTX
+5.0%
+160.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -0.2% | -5.8% | -6.0% |
| 30D | -5.8% | +0.7% | -6.6% | -6.0% |
| 3M | -7.6% | +40.8% | -48.4% | -14.0% |
| 6M | -9.1% | -8.0% | -1.2% | -8.4% |
| YTD | -5.5% | -8.7% | +3.2% | -4.7% |
| 1Y | -3.7% | -11.8% | +8.1% | -2.4% |
| 3Y | +17.8% | -24.0% | +41.8% | +19.8% |
| 5Y | +19.3% | -60.3% | +79.6% | +36.4% |
| All | +165.5% | +5.0% | +160.5% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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