+44.9%
MO vs CHYM
+63.9%
-19.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.5% |
| 7D | +1.1% | +4.5% | -3.5% | +1.3% |
| 30D | +13.2% | +9.2% | +4.0% | +13.7% |
| 3M | +15.2% | +16.4% | -1.3% | +16.4% |
| 6M | +9.9% | +45.2% | -35.3% | +13.1% |
| YTD | +41.1% | +19.9% | +21.2% | +45.4% |
| 1Y | +44.9% | +57.8% | -12.9% | +48.2% |
| All | +44.9% | +63.9% | -19.0% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling