+11.9%
MTZ vs CHYM
-22.0%
+33.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.4% |
| 7D | +5.0% | +7.1% | -2.1% | +4.4% |
| 30D | -6.0% | +15.7% | -21.7% | -7.2% |
| 3M | -36.1% | +4.3% | -40.4% | -36.4% |
| 6M | -56.9% | +92.9% | -149.8% | -61.2% |
| YTD | -15.9% | +33.3% | -49.2% | -20.4% |
| 1Y | -3.8% | +74.8% | -78.7% | -13.5% |
| All | +11.9% | -22.0% | +33.9% | +7.4% |
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