+24.6%
YUM vs MOD
+312.9%
-288.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -1.7% | +6.3% | -8.0% | -1.6% |
| 30D | -0.8% | -1.7% | +0.8% | -0.8% |
| 3M | +1.5% | -30.1% | +31.6% | +1.5% |
| 6M | -6.1% | +2.7% | -8.8% | -6.5% |
| YTD | -0.2% | +44.1% | -44.3% | -1.1% |
| 1Y | +2.5% | +38.7% | -36.3% | +1.5% |
| 3Y | +24.6% | +309.8% | -285.2% | +15.3% |
| All | +24.6% | +312.9% | -288.3% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling