+165.5%
YUM vs MTCH
+208.0%
-42.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -6.1% | +1.3% | -7.3% | -6.2% |
| 30D | -5.8% | +15.9% | -21.7% | -7.9% |
| 3M | -7.6% | +23.3% | -30.9% | -10.7% |
| 6M | -9.1% | +40.1% | -49.3% | -14.1% |
| YTD | -5.5% | +33.6% | -39.1% | -10.2% |
| 1Y | -3.7% | +14.1% | -17.8% | -6.4% |
| 3Y | +17.8% | +1.4% | +16.4% | +14.2% |
| 5Y | +19.3% | -73.1% | +92.4% | +39.5% |
| All | +165.5% | +208.0% | -42.5% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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