-7.7%
MDB vs CHYM
+71.1%
-78.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.0% | -3.7% |
| 7D | -16.5% | +3.7% | -20.3% | -17.4% |
| 30D | -8.6% | +5.6% | -14.2% | -10.0% |
| 3M | -13.6% | +19.7% | -33.3% | -20.3% |
| 6M | +24.1% | +35.3% | -11.2% | +7.4% |
| YTD | -21.8% | +18.7% | -40.4% | -30.7% |
| 1Y | -7.7% | +67.8% | -75.5% | -20.8% |
| All | -7.7% | +71.1% | -78.8% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling