+4,070.4%
YUM vs MTB
+1,178.3%
+2,892.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -3.6% | +1.1% | -4.6% | -3.9% |
| 30D | +0.4% | -4.6% | +5.0% | +1.8% |
| 3M | -3.8% | +6.3% | -10.0% | -5.7% |
| 6M | -8.3% | +15.6% | -23.9% | -12.5% |
| YTD | -2.6% | +20.6% | -23.2% | -8.5% |
| 1Y | +1.5% | +22.5% | -21.0% | -5.3% |
| 3Y | +21.6% | +114.4% | -92.8% | -7.0% |
| 5Y | +23.5% | +101.9% | -78.4% | -7.1% |
| 10Y | +178.9% | +170.4% | +8.5% | +76.2% |
| All | +4,070.4% | +1,178.3% | +2,892.2% | +1,365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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