+165.5%
YUM vs MXL
+313.4%
-147.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -2.6% |
| 7D | -6.1% | +18.9% | -24.9% | -7.3% |
| 30D | -5.8% | +0.3% | -6.1% | -6.2% |
| 3M | -7.6% | -8.0% | +0.4% | -8.8% |
| 6M | -9.1% | +341.2% | -350.4% | -25.0% |
| YTD | -5.5% | +327.8% | -333.3% | -22.1% |
| 1Y | -3.7% | +364.9% | -368.6% | -21.9% |
| 3Y | +17.8% | +229.2% | -211.4% | -7.5% |
| 5Y | +19.3% | +42.8% | -23.5% | +1.6% |
| All | +165.5% | +313.4% | -147.8% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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