+89.6%
MP vs CHYM
-24.9%
+114.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.3% | +5.8% | +2.5% |
| 7D | +3.0% | +2.1% | +1.0% | +2.5% |
| 30D | +8.3% | +11.0% | -2.7% | +6.0% |
| 3M | -3.8% | +83.9% | -87.7% | -17.4% |
| 6M | -4.9% | +45.3% | -50.3% | -13.8% |
| YTD | +9.6% | +28.4% | -18.8% | +0.6% |
| 1Y | -11.7% | +32.2% | -43.9% | -22.6% |
| All | +89.6% | -24.9% | +114.5% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling