-6.9%
CHYM vs MLM
-6.9%
0.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.8% | +8.7% | +7.7% |
| 7D | +3.4% | -2.7% | +6.1% | +4.5% |
| 30D | +12.0% | -8.3% | +20.3% | +16.0% |
| 3M | +102.4% | -12.0% | +114.4% | +110.4% |
| 6M | +52.7% | -17.6% | +70.3% | +65.0% |
| YTD | +37.3% | -18.9% | +56.1% | +50.5% |
| 1Y | +42.2% | -17.6% | +59.8% | +57.2% |
| All | -6.9% | -6.9% | 0.0% | +6.1% |
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