+763.2%
MU vs CHYM
-24.9%
+788.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.1% |
| 7D | +7.2% | +2.1% | +5.1% | +6.9% |
| 30D | +14.0% | +11.0% | +2.9% | +12.6% |
| 3M | +5.4% | +83.9% | -78.5% | -3.3% |
| 6M | +170.3% | +45.3% | +124.9% | +153.5% |
| YTD | +250.7% | +28.4% | +222.3% | +233.0% |
| 1Y | +662.1% | +32.2% | +629.9% | +599.6% |
| All | +763.2% | -24.9% | +788.0% | +673.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling