-45.6%
CHTR vs MOD
-33.0%
-12.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -21.4% | +27.1% | +5.0% |
| 7D | +14.1% | -31.3% | +45.4% | +13.3% |
| 30D | +11.6% | -46.1% | +57.7% | +10.9% |
| 3M | -21.4% | -51.1% | +29.7% | -21.9% |
| 6M | -27.3% | -62.1% | +34.8% | -27.8% |
| YTD | -42.4% | -26.2% | -16.2% | -48.0% |
| 1Y | -45.6% | -32.6% | -13.0% | -50.3% |
| All | -45.6% | -33.0% | -12.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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