-47.4%
CHTR vs MOD
+1,079.7%
-1,127.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +27.9% | -23.5% | +2.3% |
| 7D | +17.2% | +40.4% | -23.2% | +14.1% |
| 30D | +31.6% | -14.0% | +45.6% | +32.3% |
| 3M | -11.6% | -33.3% | +21.8% | -9.6% |
| 6M | -3.3% | -51.4% | +48.1% | +0.7% |
| YTD | -33.7% | +1.6% | -35.3% | -36.1% |
| 1Y | -32.4% | +5.4% | -37.8% | -35.2% |
| 3Y | -65.9% | +191.0% | -256.9% | -71.6% |
| 5Y | -79.9% | +1,093.1% | -1,173.1% | -85.8% |
| All | -47.4% | +1,079.7% | -1,127.1% | -65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling