+165.5%
YUM vs MOH
+264.4%
-98.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.4% |
| 7D | -6.1% | +1.7% | -7.8% | -6.3% |
| 30D | -5.8% | -0.9% | -4.9% | -5.8% |
| 3M | -7.6% | +5.7% | -13.3% | -8.7% |
| 6M | -9.1% | +39.1% | -48.3% | -14.3% |
| YTD | -5.5% | +17.7% | -23.2% | -9.5% |
| 1Y | -3.7% | +8.4% | -12.1% | -7.0% |
| 3Y | +17.8% | -36.6% | +54.4% | +20.5% |
| 5Y | +19.3% | -19.1% | +38.3% | +15.0% |
| All | +165.5% | +264.4% | -98.8% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling