+25.0%
YUM vs MLM
+20.2%
+4.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | -2.0% | -2.9% | +0.9% | -1.6% |
| 30D | -1.1% | -6.8% | +5.7% | 0.0% |
| 3M | +1.8% | -11.2% | +13.0% | +3.5% |
| 6M | -4.7% | -21.8% | +17.1% | -0.9% |
| YTD | +0.6% | -17.0% | +17.5% | +3.2% |
| 1Y | +6.4% | -16.4% | +22.8% | +9.0% |
| All | +25.0% | +20.2% | +4.8% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling