+20.0%
YUM vs MOD
+1,550.4%
-1,530.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.6% | -7.7% | -2.4% |
| 7D | -6.1% | -2.8% | -3.3% | -5.9% |
| 30D | -5.8% | -5.1% | -0.7% | -5.7% |
| 3M | -7.6% | -30.3% | +22.7% | -6.3% |
| 6M | -9.1% | -5.6% | -3.5% | -9.9% |
| YTD | -5.5% | +41.8% | -47.3% | -8.9% |
| 1Y | -3.7% | +28.9% | -32.6% | -7.1% |
| 3Y | +17.8% | +304.1% | -286.3% | -5.0% |
| All | +20.0% | +1,550.4% | -1,530.4% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling