-13.9%
MCD vs CHYM
-24.0%
+10.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.3% | -0.2% |
| 7D | -2.5% | -2.9% | +0.4% | -2.6% |
| 30D | -7.0% | +3.0% | -10.0% | -7.0% |
| 3M | -9.8% | +98.7% | -108.5% | -9.0% |
| 6M | -21.8% | +46.4% | -68.2% | -21.4% |
| YTD | -15.6% | +29.8% | -45.4% | -15.3% |
| 1Y | -15.2% | +40.5% | -55.6% | -15.2% |
| All | -13.9% | -24.0% | +10.1% | -15.0% |
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