+22.7%
MTZ vs CHYM
+41.1%
-18.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.4% | +1.9% | -3.0% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | -14.8% | +3.0% | -17.8% | -15.2% |
| 3M | -30.8% | +98.7% | -129.5% | -38.9% |
| 6M | -22.6% | +46.4% | -69.1% | -27.9% |
| YTD | +6.8% | +29.8% | -23.0% | +1.3% |
| All | +22.7% | +41.1% | -18.4% | +13.8% |
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