-66.6%
CHTR vs MTB
+114.2%
-180.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.5% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -3.0% | -4.8% | +1.8% | -0.7% |
| 3M | +4.8% | +6.0% | -1.2% | +2.0% |
| 6M | -35.0% | +19.6% | -54.6% | -39.9% |
| YTD | -30.2% | +21.5% | -51.6% | -36.0% |
| 1Y | -44.8% | +24.7% | -69.5% | -50.0% |
| 3Y | -66.6% | +108.6% | -175.1% | -76.5% |
| All | -66.6% | +114.2% | -180.8% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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