-2.4%
MA vs CHYM
-24.9%
+22.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -1.1% |
| 7D | -1.8% | +2.1% | -3.8% | -1.9% |
| 30D | +1.4% | +11.0% | -9.6% | +0.5% |
| 3M | +17.7% | +83.9% | -66.1% | +11.9% |
| 6M | +9.7% | +45.3% | -35.7% | +5.6% |
| YTD | +0.5% | +28.4% | -27.9% | -2.9% |
| 1Y | -2.1% | +32.2% | -34.3% | -5.7% |
| All | -2.4% | -24.9% | +22.5% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling