-9.6%
CHYM vs MOD
+44.8%
-54.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +27.9% | -26.3% | -1.1% |
| 7D | +7.1% | +40.4% | -33.3% | +3.3% |
| 30D | +15.7% | -14.0% | +29.7% | +16.9% |
| 3M | +4.3% | -33.3% | +37.6% | +8.3% |
| 6M | +92.9% | -51.4% | +144.3% | +108.1% |
| YTD | +33.3% | +1.6% | +31.7% | +19.2% |
| 1Y | +74.8% | +5.4% | +69.4% | +54.6% |
| All | -9.6% | +44.8% | -54.4% | -18.3% |
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