+4,070.4%
YUM vs VMC
+1,192.6%
+2,877.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.8% | -1.4% |
| 7D | -3.6% | -5.3% | +1.8% | -2.0% |
| 30D | +0.4% | -12.3% | +12.6% | +4.3% |
| 3M | -3.8% | -10.3% | +6.5% | -1.1% |
| 6M | -8.3% | -8.6% | +0.3% | -6.4% |
| YTD | -2.6% | -11.9% | +9.2% | +0.1% |
| 1Y | +1.5% | -13.9% | +15.4% | +4.9% |
| 3Y | +21.6% | +18.2% | +3.4% | +12.0% |
| 5Y | +23.5% | +47.7% | -24.2% | +4.7% |
| 10Y | +178.9% | +152.5% | +26.5% | +87.7% |
| All | +4,070.4% | +1,192.6% | +2,877.8% | +1,311.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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