+4,208.2%
YUM vs MLM
+1,992.8%
+2,215.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -1.1% | -6.8% | +5.7% | +0.9% |
| 3M | +1.8% | -11.2% | +13.0% | +4.9% |
| 6M | -4.7% | -21.8% | +17.1% | +1.7% |
| YTD | +0.6% | -17.0% | +17.5% | +5.2% |
| 1Y | +6.4% | -16.4% | +22.8% | +10.9% |
| 3Y | +22.6% | +14.5% | +8.1% | +14.2% |
| 5Y | +26.0% | +41.7% | -15.8% | +8.1% |
| 10Y | +174.6% | +200.0% | -25.4% | +76.2% |
| All | +4,208.2% | +1,992.8% | +2,215.4% | +1,151.8% |
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 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