+74.8%
CHYM vs MOD
-6.2%
+81.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +27.9% | -26.3% | 0.0% |
| 7D | +7.1% | +40.4% | -33.3% | +4.9% |
| 30D | +15.7% | -14.0% | +29.7% | +16.5% |
| 3M | +4.3% | -33.3% | +37.6% | +6.8% |
| 6M | +92.9% | -51.4% | +144.3% | +103.4% |
| YTD | +33.3% | +1.6% | +31.7% | +22.2% |
| 1Y | +74.8% | +5.4% | +69.4% | +56.9% |
| All | +74.8% | -6.2% | +81.0% | +56.9% |
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