+146.4%
MPC vs CHYM
-24.9%
+171.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +2.3% |
| 7D | +3.9% | +2.1% | +1.8% | +3.9% |
| 30D | +33.8% | +11.0% | +22.7% | +33.7% |
| 3M | +49.9% | +83.9% | -34.0% | +50.9% |
| 6M | +80.9% | +45.3% | +35.6% | +82.5% |
| YTD | +147.4% | +28.4% | +119.1% | +149.0% |
| 1Y | +123.2% | +32.2% | +91.0% | +122.2% |
| All | +146.4% | -24.9% | +171.2% | +142.2% |
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