+156.8%
MPC vs CHYM
-22.0%
+178.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.4% |
| 7D | +11.2% | +7.1% | +4.2% | +11.3% |
| 30D | -14.5% | +15.7% | -30.2% | -14.4% |
| 3M | +16.7% | +4.3% | +12.4% | +16.8% |
| 6M | +67.6% | +92.9% | -25.4% | +69.0% |
| YTD | +157.9% | +33.3% | +124.6% | +159.8% |
| 1Y | +116.7% | +74.8% | +41.8% | +117.0% |
| All | +156.8% | -22.0% | +178.8% | +152.7% |
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