+24.9%
MP vs CHYM
-24.3%
+49.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -3.6% | +15.4% | -19.0% | -6.6% |
| 30D | -21.0% | +8.2% | -29.2% | -22.3% |
| 3M | -33.3% | +5.5% | -38.8% | -34.2% |
| 6M | -45.9% | +76.6% | -122.5% | -53.2% |
| YTD | -27.8% | +29.3% | -57.1% | -34.1% |
| 1Y | -43.2% | +53.1% | -96.2% | -49.5% |
| All | +24.9% | -24.3% | +49.2% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling