+171.2%
YUM vs MOD
+1,465.6%
-1,294.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.6% |
| 7D | -5.2% | -3.9% | -1.2% | -4.9% |
| 30D | -0.1% | -9.6% | +9.5% | +0.6% |
| 3M | -4.3% | -30.6% | +26.3% | -2.0% |
| 6M | -8.7% | -10.9% | +2.2% | -9.2% |
| YTD | -3.5% | +34.3% | -37.8% | -8.0% |
| 1Y | +0.5% | +18.3% | -17.9% | -3.7% |
| 3Y | +20.5% | +281.9% | -261.4% | -4.0% |
| 5Y | +21.8% | +1,486.4% | -1,464.6% | -21.7% |
| All | +171.2% | +1,465.6% | -1,294.4% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling