+4,522.1%
YUM vs MLM
+2,058.6%
+2,463.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -0.9% |
| 7D | +2.1% | -3.8% | +5.9% | +3.3% |
| 30D | +11.1% | +11.0% | +0.1% | +7.7% |
| 3M | +7.3% | -3.1% | +10.3% | +8.0% |
| 6M | +6.9% | -9.8% | +16.7% | +9.4% |
| YTD | +7.9% | -14.4% | +22.3% | +11.7% |
| 1Y | +10.0% | -12.6% | +22.5% | +13.1% |
| 3Y | +36.7% | +19.7% | +17.0% | +25.9% |
| 5Y | +40.2% | +29.8% | +10.4% | +23.8% |
| 10Y | +210.6% | +153.5% | +57.1% | +110.3% |
| All | +4,522.1% | +2,058.6% | +2,463.4% | +1,229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling