-45.9%
CHTR vs MTZ
+773.6%
-819.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.2% |
| 7D | -4.1% | +1.4% | -5.4% | -4.3% |
| 30D | -3.0% | -14.5% | +11.5% | -0.9% |
| 3M | +4.8% | -32.9% | +37.7% | +9.8% |
| 6M | -35.0% | -20.8% | -14.2% | -34.0% |
| YTD | -30.2% | +10.6% | -40.8% | -33.4% |
| 1Y | -44.8% | +27.1% | -71.8% | -48.8% |
| 3Y | -66.6% | +166.1% | -232.7% | -73.8% |
| 5Y | -81.5% | +170.7% | -252.2% | -85.8% |
| All | -45.9% | +773.6% | -819.5% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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