-66.6%
CHTR vs MDY
+48.5%
-115.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.1% |
| 7D | -4.1% | -1.9% | -2.2% | -2.8% |
| 30D | -3.0% | -4.6% | +1.7% | +0.3% |
| 3M | +4.8% | -1.2% | +6.0% | +5.5% |
| 6M | -35.0% | +9.2% | -44.2% | -39.4% |
| YTD | -30.2% | +13.1% | -43.2% | -36.8% |
| 1Y | -44.8% | +13.0% | -57.8% | -50.0% |
| 3Y | -66.6% | +49.2% | -115.8% | -77.4% |
| All | -66.6% | +48.5% | -115.0% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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