+334.3%
CHTR vs MLM
+575.0%
-240.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.1% | -2.9% | +1.8% | -0.2% |
| 30D | -0.8% | -6.8% | +6.1% | +1.2% |
| 3M | +17.8% | -11.2% | +29.0% | +21.1% |
| 6M | -34.5% | -21.8% | -12.6% | -30.4% |
| YTD | -27.2% | -17.0% | -10.2% | -24.0% |
| 1Y | -41.4% | -16.4% | -25.1% | -39.1% |
| 3Y | -64.0% | +14.5% | -78.5% | -65.9% |
| 5Y | -81.3% | +41.7% | -123.0% | -83.4% |
| 10Y | -44.1% | +200.0% | -244.1% | -61.9% |
| All | +334.3% | +575.0% | -240.7% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling