+282.5%
CHTR vs MTB
+474.8%
-192.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -7.9% | -8.1% |
| 7D | -15.8% | +1.1% | -16.8% | -16.1% |
| 30D | -12.7% | -4.6% | -8.0% | -11.5% |
| 3M | -1.1% | +6.3% | -7.4% | -2.8% |
| 6M | -39.9% | +15.6% | -55.5% | -42.3% |
| YTD | -35.9% | +20.6% | -56.4% | -39.2% |
| 1Y | -49.2% | +22.5% | -71.7% | -52.1% |
| 3Y | -68.3% | +114.4% | -182.7% | -74.6% |
| 5Y | -83.0% | +101.9% | -184.8% | -86.4% |
| 10Y | -49.3% | +170.4% | -219.7% | -66.6% |
| All | +282.5% | +474.8% | -192.3% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling