+71.9%
MDB vs CHYM
-23.3%
+95.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.4% |
| 7D | -1.8% | -2.3% | +0.5% | -1.4% |
| 30D | -17.3% | +4.4% | -21.7% | -18.4% |
| 3M | +2.2% | +91.3% | -89.1% | -15.6% |
| 6M | +33.9% | +44.0% | -10.1% | +17.8% |
| YTD | -13.7% | +31.1% | -44.8% | -23.1% |
| 1Y | +9.1% | +37.8% | -28.8% | -3.8% |
| All | +71.9% | -23.3% | +95.2% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling