+15.1%
MMM vs CHYM
-24.0%
+39.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.7% |
| 7D | -3.2% | -2.9% | -0.3% | -3.1% |
| 30D | -10.7% | +3.0% | -13.6% | -10.8% |
| 3M | +4.3% | +98.7% | -94.4% | +0.3% |
| 6M | +5.9% | +46.4% | -40.5% | +3.4% |
| YTD | +3.2% | +29.8% | -26.6% | +1.2% |
| 1Y | +8.0% | +40.5% | -32.4% | +4.5% |
| All | +15.1% | -24.0% | +39.1% | +12.4% |
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