+77.5%
MDB vs CHYM
-24.0%
+101.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.4% | +9.8% | +5.6% |
| 7D | -2.8% | -2.9% | +0.2% | -2.2% |
| 30D | -14.9% | +3.0% | -17.8% | -15.7% |
| 3M | +7.3% | +98.7% | -91.4% | -12.3% |
| 6M | +38.2% | +46.4% | -8.3% | +21.0% |
| YTD | -10.9% | +29.8% | -40.7% | -20.5% |
| 1Y | +11.6% | +40.5% | -28.8% | -1.7% |
| All | +77.5% | -24.0% | +101.5% | +68.9% |
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