+140.9%
MPC vs CHYM
-21.5%
+162.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +5.4% | +1.7% | +3.8% | +5.4% |
| 30D | +31.0% | +30.2% | +0.7% | +31.2% |
| 3M | +46.0% | +85.9% | -39.9% | +47.0% |
| 6M | +77.3% | +49.9% | +27.4% | +78.9% |
| YTD | +141.9% | +34.1% | +107.8% | +143.5% |
| 1Y | +120.9% | +37.0% | +83.9% | +119.9% |
| All | +140.9% | -21.5% | +162.4% | +136.8% |
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