-11.1%
CHYM vs MET
+28.9%
-40.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.7% |
| 7D | -2.3% | -0.5% | -1.8% | -1.8% |
| 30D | +4.4% | +0.5% | +3.9% | +3.8% |
| 3M | +91.3% | +11.6% | +79.7% | +74.5% |
| 6M | +44.0% | +40.8% | +3.2% | +6.7% |
| YTD | +31.1% | +25.7% | +5.4% | +6.7% |
| 1Y | +37.8% | +24.4% | +13.5% | +13.0% |
| All | -11.1% | +28.9% | -40.0% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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