+83.6%
MRK vs CHYM
-23.3%
+106.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -4.3% | -2.3% | -2.0% | -4.3% |
| 30D | +8.3% | +4.4% | +3.9% | +8.4% |
| 3M | +20.0% | +91.3% | -71.3% | +22.1% |
| 6M | +25.7% | +44.0% | -18.3% | +26.8% |
| YTD | +38.7% | +31.1% | +7.6% | +40.1% |
| 1Y | +74.7% | +37.8% | +36.8% | +76.1% |
| All | +83.6% | -23.3% | +106.9% | +82.6% |
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