+47.4%
MTZ vs CHYM
-19.7%
+67.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.9% | -9.2% | -2.9% |
| 7D | +2.3% | +3.4% | -1.1% | +1.9% |
| 30D | -10.3% | +12.0% | -22.3% | -11.5% |
| 3M | -31.8% | +102.4% | -134.2% | -39.0% |
| 6M | -19.2% | +52.7% | -71.9% | -24.6% |
| YTD | +10.7% | +37.3% | -26.5% | +4.4% |
| 1Y | +37.5% | +42.2% | -4.6% | +26.5% |
| All | +47.4% | -19.7% | +67.0% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling