+37.0%
CHYM vs MXL
+316.6%
-279.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.1% |
| 7D | +1.7% | +1.6% | +0.1% | +1.6% |
| 30D | +30.2% | -7.0% | +37.2% | +30.2% |
| 3M | +85.9% | -33.4% | +119.3% | +86.8% |
| 6M | +49.9% | +260.2% | -210.2% | +9.8% |
| YTD | +34.1% | +260.0% | -225.8% | -4.2% |
| 1Y | +37.0% | +303.5% | -266.5% | -9.3% |
| All | +37.0% | +316.6% | -279.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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