+57.8%
CHYM vs MXL
+206.6%
-148.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -22.1% | +23.1% | +1.4% |
| 7D | +4.5% | -38.1% | +42.7% | +5.5% |
| 30D | +9.2% | -59.5% | +68.6% | +11.1% |
| 3M | +16.4% | -34.3% | +50.8% | +16.5% |
| 6M | +45.2% | -45.8% | +90.9% | +44.5% |
| YTD | +19.9% | +154.2% | -134.3% | -10.3% |
| 1Y | +57.8% | +192.1% | -134.2% | +7.5% |
| All | +57.8% | +206.6% | -148.8% | +7.5% |
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