+40.4%
YUM vs MLM
+23.5%
+16.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.1% | -2.5% |
| 7D | +3.7% | -4.1% | +7.8% | +4.8% |
| 30D | +14.8% | +8.2% | +6.6% | +12.5% |
| 3M | +6.4% | -3.6% | +9.9% | +7.2% |
| 6M | +4.3% | -15.6% | +19.9% | +8.5% |
| YTD | +8.1% | -16.4% | +24.5% | +12.2% |
| 1Y | +11.3% | -14.3% | +25.6% | +14.6% |
| 3Y | +35.1% | +19.3% | +15.8% | +22.3% |
| All | +40.4% | +23.5% | +16.9% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling