+16.6%
MMM vs CHYM
-23.3%
+39.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | -2.1% | -2.3% | +0.1% | -2.0% |
| 30D | -9.8% | +4.4% | -14.3% | -10.1% |
| 3M | +4.9% | +91.3% | -86.4% | +1.1% |
| 6M | +7.3% | +44.0% | -36.6% | +4.8% |
| YTD | +4.5% | +31.1% | -26.6% | +2.5% |
| 1Y | +5.4% | +37.8% | -32.5% | +2.0% |
| All | +16.6% | -23.3% | +39.8% | +13.8% |
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 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