-47.8%
CHTR vs MLM
+209.3%
-257.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | -7.1% | -1.3% | -5.9% | -6.8% |
| 30D | -10.9% | -9.1% | -1.8% | -8.4% |
| 3M | +2.0% | -9.0% | +11.0% | +4.2% |
| 6M | -35.9% | -17.0% | -18.9% | -33.0% |
| YTD | -32.7% | -19.0% | -13.7% | -29.3% |
| 1Y | -46.6% | -18.1% | -28.5% | -44.1% |
| 3Y | -66.7% | +16.7% | -83.4% | -68.6% |
| 5Y | -82.1% | +40.2% | -122.4% | -84.1% |
| All | -47.8% | +209.3% | -257.1% | -65.2% |
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