-49.6%
CHTR vs MLM
+140.0%
-189.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | +5.4% | -2.0% | +7.4% | +6.0% |
| 30D | +24.0% | +9.5% | +14.5% | +21.0% |
| 3M | -11.7% | -4.7% | -7.0% | -10.5% |
| 6M | -10.3% | -10.7% | +0.4% | -8.1% |
| YTD | -36.5% | -16.6% | -19.9% | -33.8% |
| 1Y | -37.7% | -15.4% | -22.4% | -35.4% |
| 3Y | -67.6% | +15.9% | -83.6% | -69.4% |
| 5Y | -80.8% | +27.1% | -107.9% | -82.6% |
| All | -49.6% | +140.0% | -189.6% | -63.2% |
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