+34.8%
YUM vs MOD
+138.1%
-103.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.5% |
| 7D | +2.0% | -17.8% | +19.9% | +1.8% |
| 30D | +10.6% | -43.2% | +53.9% | +10.2% |
| 3M | +10.8% | -46.0% | +56.8% | +10.4% |
| 6M | +6.5% | -62.2% | +68.7% | +6.1% |
| YTD | +7.5% | -22.8% | +30.3% | +6.1% |
| 1Y | +10.2% | -35.5% | +45.6% | +8.9% |
| 3Y | +34.8% | +128.2% | -93.4% | +15.0% |
| All | +34.8% | +138.1% | -103.3% | +15.0% |
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