+8.7%
YUM vs MLM
-16.0%
+24.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -4.1% | -2.0% | -2.1% | -3.7% |
| 30D | +8.4% | +9.5% | -1.2% | +7.1% |
| 3M | +6.5% | -4.7% | +11.3% | +7.1% |
| 6M | +5.3% | -10.7% | +16.0% | +6.6% |
| YTD | +6.9% | -16.6% | +23.4% | +7.3% |
| 1Y | +8.7% | -15.4% | +24.1% | +8.0% |
| All | +8.7% | -16.0% | +24.7% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling