-11.1%
CHYM vs MDY
+24.0%
-35.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | -0.3% |
| 7D | -2.3% | -1.9% | -0.4% | +0.7% |
| 30D | +4.4% | -4.6% | +9.1% | +12.6% |
| 3M | +91.3% | -1.2% | +92.5% | +93.6% |
| 6M | +44.0% | +9.2% | +34.8% | +22.7% |
| YTD | +31.1% | +13.1% | +18.1% | +5.5% |
| 1Y | +37.8% | +13.0% | +24.8% | +10.7% |
| All | -11.1% | +24.0% | -35.1% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling