-71.6%
CHTR vs MLM
+18.7%
-90.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.4% | -5.6% |
| 7D | +5.9% | -4.1% | +10.0% | +7.3% |
| 30D | +10.4% | +8.2% | +2.2% | +7.6% |
| 3M | -25.0% | -3.6% | -21.4% | -24.3% |
| 6M | -24.6% | -15.6% | -9.0% | -21.4% |
| YTD | -43.4% | -16.4% | -27.0% | -41.0% |
| 1Y | -45.8% | -14.3% | -31.5% | -44.0% |
| 3Y | -71.6% | +19.3% | -90.9% | -75.4% |
| All | -71.6% | +18.7% | -90.3% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling