-9.1%
YUM vs MTCH
+39.2%
-48.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.1% |
| 7D | -6.1% | +1.3% | -7.3% | -6.1% |
| 30D | -5.8% | +15.9% | -21.7% | -5.9% |
| 3M | -7.6% | +23.3% | -30.9% | -8.8% |
| 6M | -9.1% | +40.1% | -49.3% | -12.1% |
| All | -9.1% | +39.2% | -48.3% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling