-81.8%
CHTR vs MLM
+43.0%
-124.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -4.5% | -6.5% | +2.0% | -2.1% |
| 3M | +10.2% | -7.4% | +17.7% | +12.3% |
| 6M | -37.2% | -15.8% | -21.4% | -34.0% |
| YTD | -30.2% | -17.4% | -12.8% | -26.2% |
| 1Y | -44.8% | -17.9% | -26.9% | -41.6% |
| 3Y | -65.5% | +18.9% | -84.4% | -69.0% |
| 5Y | -81.8% | +43.4% | -125.2% | -85.4% |
| All | -81.8% | +43.0% | -124.8% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling