-12.9%
CHYM vs MOD
+105.3%
-118.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -4.1% |
| 7D | +2.1% | +6.3% | -4.3% | +1.2% |
| 30D | +11.0% | -1.7% | +12.7% | +11.0% |
| 3M | +83.9% | -30.1% | +114.0% | +92.6% |
| 6M | +45.3% | +2.7% | +42.6% | +38.3% |
| YTD | +28.4% | +44.1% | -15.7% | +11.2% |
| 1Y | +32.2% | +38.7% | -6.5% | +17.2% |
| All | -12.9% | +105.3% | -118.3% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling