-13.7%
MCD vs CHYM
-19.7%
+5.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.9% | -7.8% | -0.8% |
| 7D | -2.9% | +3.4% | -6.3% | -2.8% |
| 30D | -6.7% | +12.0% | -18.7% | -6.6% |
| 3M | -9.6% | +102.4% | -112.0% | -8.8% |
| 6M | -22.3% | +52.7% | -75.0% | -22.0% |
| YTD | -15.4% | +37.3% | -52.7% | -15.2% |
| 1Y | -16.8% | +42.2% | -59.0% | -16.9% |
| All | -13.7% | -19.7% | +5.9% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling