+282.5%
CHTR vs MET
+390.3%
-107.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.2% | -8.3% | -8.2% |
| 7D | -15.8% | -0.8% | -15.0% | -15.6% |
| 30D | -12.7% | -1.4% | -11.3% | -12.2% |
| 3M | -1.1% | +12.5% | -13.6% | -4.9% |
| 6M | -39.9% | +37.1% | -77.0% | -46.1% |
| YTD | -35.9% | +23.8% | -59.6% | -40.5% |
| 1Y | -49.2% | +24.1% | -73.3% | -52.9% |
| 3Y | -68.3% | +65.2% | -133.5% | -73.4% |
| 5Y | -83.0% | +82.3% | -165.2% | -86.2% |
| 10Y | -49.3% | +241.6% | -290.9% | -68.8% |
| All | +282.5% | +390.3% | -107.7% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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