+4,208.2%
YUM vs MOD
+716.6%
+3,491.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.8% |
| 7D | -2.0% | +9.6% | -11.6% | -3.3% |
| 30D | -1.1% | 0.0% | -1.1% | -1.3% |
| 3M | +1.8% | -35.4% | +37.2% | +6.7% |
| 6M | -4.7% | -7.3% | +2.5% | -5.9% |
| YTD | +0.6% | +45.8% | -45.2% | -7.4% |
| 1Y | +6.4% | +43.1% | -36.7% | -2.9% |
| 3Y | +22.6% | +297.7% | -275.1% | -10.4% |
| 5Y | +26.0% | +1,478.8% | -1,452.8% | -28.7% |
| 10Y | +174.6% | +1,633.4% | -1,458.8% | +34.1% |
| All | +4,208.2% | +716.6% | +3,491.5% | +1,655.2% |
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