+741.6%
MU vs CHYM
-23.3%
+764.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -4.1% | -2.3% | -1.8% | -3.8% |
| 30D | +7.0% | +4.4% | +2.6% | +6.5% |
| 3M | -2.1% | +91.3% | -93.4% | -10.5% |
| 6M | +133.1% | +44.0% | +89.1% | +118.9% |
| YTD | +241.9% | +31.1% | +210.8% | +224.1% |
| 1Y | +548.8% | +37.8% | +510.9% | +495.1% |
| All | +741.6% | -23.3% | +764.8% | +652.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling