+143.0%
MPC vs CHYM
-24.0%
+167.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.7% | -1.8% |
| 7D | +1.2% | -2.9% | +4.1% | +1.2% |
| 30D | +17.0% | +3.0% | +14.0% | +17.0% |
| 3M | +49.5% | +98.7% | -49.3% | +50.6% |
| 6M | +83.5% | +46.4% | +37.1% | +85.1% |
| YTD | +144.1% | +29.8% | +114.3% | +145.7% |
| 1Y | +119.6% | +40.5% | +79.1% | +118.9% |
| All | +143.0% | -24.0% | +167.1% | +139.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling