+17.8%
YUM vs MXL
+222.8%
-205.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -2.1% |
| 7D | -6.1% | +18.9% | -24.9% | -6.1% |
| 30D | -5.8% | +0.3% | -6.1% | -5.8% |
| 3M | -7.6% | -8.0% | +0.4% | -7.8% |
| 6M | -9.1% | +341.2% | -350.4% | -11.7% |
| YTD | -5.5% | +327.8% | -333.3% | -8.2% |
| 1Y | -3.7% | +364.9% | -368.6% | -6.7% |
| 3Y | +17.8% | +229.2% | -211.4% | +13.3% |
| All | +17.8% | +222.8% | -205.0% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling