-12.0%
CHYM vs MULL
+2,875.3%
-2,887.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -9.3% | +3.9% | -5.0% |
| 7D | -2.9% | +3.6% | -6.5% | -3.0% |
| 30D | +3.0% | +22.0% | -19.1% | +2.0% |
| 3M | +98.7% | -8.6% | +107.4% | +94.5% |
| 6M | +46.4% | +248.5% | -202.1% | +28.4% |
| YTD | +29.8% | +516.3% | -486.5% | +4.3% |
| 1Y | +40.5% | +2,036.6% | -1,996.2% | +5.7% |
| All | -12.0% | +2,875.3% | -2,887.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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