-11.0%
CHYM vs MLM
-4.2%
-6.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +9.4% | -2.0% | +11.4% | +10.3% |
| 30D | +10.5% | +9.5% | +1.0% | +6.1% |
| 3M | +4.5% | -4.7% | +9.3% | +6.2% |
| 6M | +82.5% | -10.7% | +93.2% | +88.2% |
| YTD | +31.2% | -16.6% | +47.8% | +41.8% |
| 1Y | +63.5% | -15.4% | +78.9% | +75.4% |
| All | -11.0% | -4.2% | -6.8% | 0.0% |
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