+70.1%
MDB vs CHYM
-19.7%
+89.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.3% | -1.0% |
| 7D | -4.5% | +3.4% | -7.9% | -5.4% |
| 30D | -14.0% | +12.0% | -26.0% | -16.5% |
| 3M | +5.3% | +102.4% | -97.1% | -14.2% |
| 6M | +31.9% | +52.7% | -20.8% | +14.5% |
| YTD | -14.6% | +37.3% | -51.9% | -24.7% |
| 1Y | +8.2% | +42.2% | -33.9% | -5.3% |
| All | +70.1% | -19.7% | +89.8% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling