+32.7%
MP vs CHYM
-22.0%
+54.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.2% |
| 7D | +9.5% | +7.1% | +2.4% | +7.9% |
| 30D | -3.0% | +15.7% | -18.7% | -6.0% |
| 3M | -30.4% | +4.3% | -34.6% | -31.2% |
| 6M | -39.2% | +92.9% | -132.1% | -48.4% |
| YTD | -23.3% | +33.3% | -56.6% | -30.4% |
| 1Y | -32.6% | +74.8% | -107.5% | -41.5% |
| All | +32.7% | -22.0% | +54.7% | +16.4% |
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 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