-11.1%
CHYM vs MXL
+507.7%
-518.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.6% |
| 7D | -2.3% | +18.9% | -21.1% | -3.2% |
| 30D | +4.4% | +0.3% | +4.1% | +4.1% |
| 3M | +91.3% | -8.0% | +99.3% | +88.9% |
| 6M | +44.0% | +341.2% | -297.3% | +4.5% |
| YTD | +31.1% | +327.8% | -296.7% | -5.9% |
| 1Y | +37.8% | +364.9% | -327.1% | -5.2% |
| All | -11.1% | +507.7% | -518.8% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling