+178.9%
YUM vs MLM
+203.1%
-24.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.9% |
| 7D | -3.6% | -2.7% | -0.8% | -2.8% |
| 30D | +0.4% | -8.3% | +8.7% | +2.9% |
| 3M | -3.8% | -12.0% | +8.2% | -0.7% |
| 6M | -8.3% | -17.6% | +9.3% | -3.5% |
| YTD | -2.6% | -18.9% | +16.2% | +2.5% |
| 1Y | +1.5% | -17.6% | +19.2% | +6.2% |
| 3Y | +21.6% | +16.8% | +4.8% | +11.8% |
| 5Y | +23.5% | +41.0% | -17.5% | +4.7% |
| 10Y | +178.9% | +209.3% | -30.4% | +81.3% |
| All | +178.9% | +203.1% | -24.1% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded MLM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling