-45.9%
CHTR vs MTUM
+357.8%
-403.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.5% |
| 30D | -3.0% | -2.4% | -0.5% | -2.1% |
| 3M | +4.8% | -3.6% | +8.4% | +4.9% |
| 6M | -35.0% | +23.7% | -58.7% | -44.4% |
| YTD | -30.2% | +22.9% | -53.1% | -40.4% |
| 1Y | -44.8% | +21.8% | -66.5% | -52.6% |
| 3Y | -66.6% | +114.4% | -181.0% | -80.4% |
| 5Y | -81.5% | +79.6% | -161.0% | -88.0% |
| All | -45.9% | +357.8% | -403.7% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling