-3.3%
MA vs CHYM
-24.0%
+20.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | +0.1% |
| 7D | -3.5% | -2.9% | -0.6% | -3.3% |
| 30D | +0.7% | +3.0% | -2.3% | +0.4% |
| 3M | +15.8% | +98.7% | -82.9% | +9.3% |
| 6M | +10.2% | +46.4% | -36.2% | +6.0% |
| YTD | -0.5% | +29.8% | -30.3% | -3.9% |
| 1Y | -1.8% | +40.5% | -42.3% | -5.9% |
| All | -3.3% | -24.0% | +20.7% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 5y: compounded portfolio wealth divided by compounded CHYM 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…
5y analysis · Full analysis span regression · 6 months rolling