-6.9%
CHYM vs MOD
+98.5%
-105.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.3% | +10.2% | +7.4% |
| 7D | +3.4% | +3.6% | -0.2% | +2.9% |
| 30D | +12.0% | -2.6% | +14.6% | +12.1% |
| 3M | +102.4% | -33.1% | +135.5% | +113.3% |
| 6M | +52.7% | -7.5% | +60.2% | +48.1% |
| YTD | +37.3% | +39.3% | -2.0% | +19.4% |
| 1Y | +42.2% | +34.3% | +7.9% | +26.5% |
| All | -6.9% | +98.5% | -105.4% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling