+37.0%
CHYM vs MTUM
+26.3%
+10.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.7% |
| 7D | +1.7% | +1.7% | 0.0% | +0.7% |
| 30D | +30.2% | -1.7% | +31.9% | +31.0% |
| 3M | +85.9% | -6.3% | +92.2% | +89.3% |
| 6M | +49.9% | +21.8% | +28.1% | +10.3% |
| YTD | +34.1% | +22.0% | +12.1% | -3.2% |
| 1Y | +37.0% | +25.3% | +11.7% | +2.4% |
| All | +37.0% | +26.3% | +10.7% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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