-12.0%
CHYM vs MDY
+23.0%
-35.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -3.9% |
| 7D | -2.9% | -2.5% | -0.4% | +1.1% |
| 30D | +3.0% | -5.0% | +8.0% | +11.8% |
| 3M | +98.7% | +0.5% | +98.3% | +95.1% |
| 6M | +46.4% | +8.0% | +38.4% | +27.1% |
| YTD | +29.8% | +12.2% | +17.6% | +5.8% |
| 1Y | +40.5% | +14.0% | +26.5% | +12.7% |
| All | -12.0% | +23.0% | -35.0% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling