+86.7%
MP vs CHYM
-21.5%
+108.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | +1.7% | -4.5% | -3.2% |
| 30D | +13.8% | +30.2% | -16.4% | +6.8% |
| 3M | -16.7% | +85.9% | -102.6% | -28.4% |
| 6M | -11.5% | +49.9% | -61.4% | -20.4% |
| YTD | +7.9% | +34.1% | -26.2% | -1.9% |
| 1Y | -15.0% | +37.0% | -52.0% | -26.2% |
| All | +86.7% | -21.5% | +108.2% | +64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling