-37.3%
MP vs CHYM
+61.0%
-98.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +11.0% | +9.4% | +1.6% | +8.4% |
| 30D | -11.7% | +10.5% | -22.2% | -14.1% |
| 3M | -30.8% | +4.5% | -35.3% | -31.9% |
| 6M | -42.9% | +82.5% | -125.4% | -53.4% |
| YTD | -25.9% | +31.2% | -57.1% | -35.1% |
| 1Y | -37.3% | +63.5% | -100.8% | -47.8% |
| All | -37.3% | +61.0% | -98.3% | -47.8% |
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 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