+283.0%
CHTR vs MOD
+733.9%
-450.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.9% | +13.5% | +10.9% |
| 7D | +17.8% | -17.8% | +35.7% | +19.5% |
| 30D | +29.7% | -43.2% | +72.9% | +36.3% |
| 3M | -12.5% | -46.0% | +33.5% | -7.9% |
| 6M | -13.4% | -62.2% | +48.8% | -6.4% |
| YTD | -35.8% | -22.8% | -13.0% | -36.7% |
| 1Y | -36.3% | -35.5% | -0.8% | -36.1% |
| 3Y | -67.3% | +128.2% | -195.5% | -73.3% |
| 5Y | -80.9% | +791.6% | -872.5% | -87.4% |
| 10Y | -50.5% | +886.3% | -936.8% | -71.6% |
| All | +283.0% | +733.9% | -450.9% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling