-49.2%
CHTR vs MLM
-18.7%
-30.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.8% | -6.4% | -7.7% |
| 7D | -15.8% | -2.7% | -13.1% | -15.2% |
| 30D | -12.7% | -8.3% | -4.3% | -11.0% |
| 3M | -1.1% | -12.0% | +10.9% | 0.0% |
| 6M | -39.9% | -17.6% | -22.3% | -37.9% |
| YTD | -35.9% | -18.9% | -17.0% | -33.4% |
| 1Y | -49.2% | -17.6% | -31.5% | -47.2% |
| All | -49.2% | -18.7% | -30.4% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling