-6.9%
CHYM vs MET
+27.0%
-33.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.8% |
| 7D | +3.4% | -0.8% | +4.2% | +4.1% |
| 30D | +12.0% | -1.4% | +13.4% | +13.4% |
| 3M | +102.4% | +12.5% | +89.9% | +83.4% |
| 6M | +52.7% | +37.1% | +15.6% | +15.8% |
| YTD | +37.3% | +23.8% | +13.5% | +13.3% |
| 1Y | +42.2% | +24.1% | +18.1% | +18.4% |
| All | -6.9% | +27.0% | -33.9% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling