-12.3%
CHYM vs MLM
-2.2%
-10.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +15.4% | -2.9% | +18.3% | +16.6% |
| 30D | +8.2% | +10.4% | -2.2% | +3.5% |
| 3M | +5.5% | -3.7% | +9.2% | +6.7% |
| 6M | +76.6% | -10.3% | +86.9% | +82.5% |
| YTD | +29.3% | -14.8% | +44.1% | +38.6% |
| 1Y | +53.1% | -13.9% | +66.9% | +63.0% |
| All | -12.3% | -2.2% | -10.1% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling