+147.4%
MPC vs CHYM
-19.7%
+167.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.9% | -6.5% | +0.4% |
| 7D | +3.2% | +3.4% | -0.2% | +3.2% |
| 30D | +25.0% | +12.0% | +13.0% | +25.0% |
| 3M | +55.2% | +102.4% | -47.2% | +56.3% |
| 6M | +86.4% | +52.7% | +33.7% | +88.1% |
| YTD | +148.5% | +37.3% | +111.2% | +150.1% |
| 1Y | +121.7% | +42.2% | +79.5% | +120.8% |
| All | +147.4% | -19.7% | +167.0% | +143.3% |
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