+86.0%
MP vs CHYM
-19.7%
+105.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.9% | -8.9% | -3.4% |
| 7D | -0.7% | +3.4% | -4.1% | -1.5% |
| 30D | -0.7% | +12.0% | -12.7% | -3.1% |
| 3M | 0.0% | +102.4% | -102.4% | -16.0% |
| 6M | -10.0% | +52.7% | -62.6% | -19.4% |
| YTD | +7.5% | +37.3% | -29.8% | -2.9% |
| 1Y | -14.0% | +42.2% | -56.2% | -25.7% |
| All | +86.0% | -19.7% | +105.6% | +62.4% |
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 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