-11.1%
CHYM vs MRSH
-16.7%
+5.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.3% | -4.8% | +2.5% | -0.3% |
| 30D | +4.4% | -6.3% | +10.8% | +7.2% |
| 3M | +91.3% | +5.8% | +85.5% | +86.7% |
| 6M | +44.0% | +2.8% | +41.2% | +41.2% |
| YTD | +31.1% | -3.1% | +34.2% | +31.9% |
| 1Y | +37.8% | -11.3% | +49.1% | +48.8% |
| All | -11.1% | -16.7% | +5.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 all: compounded portfolio wealth divided by compounded MRSH 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…
all analysis · Full analysis span regression · 6 months rolling