-70.0%
CHTR vs MOD
+148.6%
-218.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.2% | +2.4% |
| 7D | +4.9% | -13.9% | +18.8% | +5.2% |
| 30D | +17.2% | -41.5% | +58.8% | +19.3% |
| 3M | -20.6% | -45.7% | +25.2% | -19.0% |
| 6M | -21.7% | -61.1% | +39.4% | -19.2% |
| YTD | -41.9% | -20.5% | -21.4% | -43.7% |
| 1Y | -44.9% | -32.1% | -12.7% | -46.0% |
| 3Y | -70.0% | +146.5% | -216.5% | -78.2% |
| All | -70.0% | +148.6% | -218.6% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling