+13.3%
YUM vs UMAC
+488.3%
-475.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.9% |
| 7D | -5.2% | -4.0% | -1.2% | -5.2% |
| 30D | -0.1% | -9.4% | +9.3% | -0.1% |
| 3M | -4.3% | +3.0% | -7.3% | -4.3% |
| 6M | -8.7% | +27.2% | -35.9% | -9.0% |
| YTD | -3.5% | +84.7% | -88.2% | -4.0% |
| 1Y | +0.5% | +136.5% | -136.0% | -0.3% |
| All | +13.3% | +488.3% | -475.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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