-50.5%
CHTR vs MLM
+149.0%
-199.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.1% | +10.8% |
| 7D | +17.8% | -2.9% | +20.7% | +18.7% |
| 30D | +29.7% | +10.4% | +19.3% | +26.2% |
| 3M | -12.5% | -3.7% | -8.8% | -11.6% |
| 6M | -13.4% | -10.3% | -3.2% | -11.4% |
| YTD | -35.8% | -14.8% | -21.0% | -33.5% |
| 1Y | -36.3% | -13.9% | -22.4% | -34.2% |
| 3Y | -67.3% | +18.4% | -85.7% | -69.3% |
| 5Y | -80.9% | +31.8% | -112.7% | -82.8% |
| 10Y | -50.5% | +143.4% | -193.9% | -64.1% |
| All | -50.5% | +149.0% | -199.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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