-11.1%
CHYM vs MTUM
+33.8%
-44.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.2% |
| 7D | -2.3% | +0.7% | -3.0% | -2.7% |
| 30D | +4.4% | -2.4% | +6.9% | +5.9% |
| 3M | +91.3% | -3.6% | +95.0% | +90.2% |
| 6M | +44.0% | +23.7% | +20.3% | +2.5% |
| YTD | +31.1% | +22.9% | +8.2% | -7.2% |
| 1Y | +37.8% | +21.8% | +16.1% | +0.6% |
| All | -11.1% | +33.8% | -44.9% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling