-14.3%
MTZ vs CHYM
+71.1%
-85.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.9% | -21.3% | -15.7% |
| 7D | -7.4% | +3.7% | -11.1% | -7.6% |
| 30D | -23.6% | +5.6% | -29.2% | -23.9% |
| 3M | -38.3% | +19.7% | -58.0% | -40.0% |
| 6M | -60.6% | +35.3% | -95.9% | -62.6% |
| YTD | -22.9% | +18.7% | -41.6% | -25.9% |
| 1Y | -14.3% | +67.8% | -82.1% | -25.8% |
| All | -14.3% | +71.1% | -85.3% | -25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling