+67.8%
CHYM vs MOD
-33.0%
+100.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -21.4% | +27.4% | +7.7% |
| 7D | +3.7% | -31.3% | +35.1% | +7.0% |
| 30D | +5.6% | -46.1% | +51.7% | +11.8% |
| 3M | +19.7% | -51.1% | +70.9% | +27.7% |
| 6M | +35.3% | -62.1% | +97.3% | +47.6% |
| YTD | +18.7% | -26.2% | +44.9% | +6.0% |
| 1Y | +67.8% | -32.6% | +100.4% | +54.1% |
| All | +67.8% | -33.0% | +100.8% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling