+334.3%
CHTR vs MOD
+1,474.9%
-1,140.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.1% |
| 7D | -1.1% | +9.6% | -10.6% | -2.1% |
| 30D | -0.8% | 0.0% | -0.8% | -1.0% |
| 3M | +17.8% | -35.4% | +53.2% | +22.2% |
| 6M | -34.5% | -7.3% | -27.2% | -35.4% |
| YTD | -27.2% | +45.8% | -73.0% | -32.1% |
| 1Y | -41.4% | +43.1% | -84.6% | -45.6% |
| 3Y | -64.0% | +297.7% | -361.7% | -72.1% |
| 5Y | -81.3% | +1,478.8% | -1,560.0% | -88.2% |
| 10Y | -44.1% | +1,633.4% | -1,677.5% | -69.4% |
| All | +334.3% | +1,474.9% | -1,140.7% | +121.4% |
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