+73.0%
MP vs CHYM
-23.3%
+96.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -7.4% | -2.3% | -5.1% | -7.0% |
| 30D | -6.7% | +4.4% | -11.1% | -7.6% |
| 3M | -11.7% | +91.3% | -103.0% | -24.9% |
| 6M | -18.9% | +44.0% | -62.8% | -26.4% |
| YTD | 0.0% | +31.1% | -31.1% | -8.7% |
| 1Y | -19.9% | +37.8% | -57.7% | -30.1% |
| All | +73.0% | -23.3% | +96.2% | +52.6% |
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