+4,502.8%
YUM vs MOD
+334.4%
+4,168.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.5% |
| 7D | -3.7% | +8.2% | -11.9% | -4.8% |
| 30D | +9.2% | -38.2% | +47.3% | +15.1% |
| 3M | +11.2% | -46.2% | +57.5% | +18.9% |
| 6M | +7.7% | -62.5% | +70.2% | +19.2% |
| YTD | +7.5% | -20.1% | +27.6% | +5.7% |
| 1Y | +8.3% | -29.7% | +38.0% | +7.8% |
| 3Y | +34.8% | +136.2% | -101.4% | +4.5% |
| 5Y | +41.6% | +820.4% | -778.8% | -15.0% |
| 10Y | +215.3% | +839.8% | -624.5% | +65.3% |
| All | +4,502.8% | +334.4% | +4,168.4% | +1,912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling