-66.6%
CHTR vs MTZ
+160.5%
-227.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.4% |
| 7D | -4.1% | +1.4% | -5.4% | -4.2% |
| 30D | -3.0% | -14.5% | +11.5% | -1.9% |
| 3M | +4.8% | -32.9% | +37.7% | +7.9% |
| 6M | -35.0% | -20.8% | -14.2% | -34.6% |
| YTD | -30.2% | +10.6% | -40.8% | -33.2% |
| 1Y | -44.8% | +27.1% | -71.8% | -48.3% |
| 3Y | -66.6% | +166.1% | -232.7% | -71.9% |
| All | -66.6% | +160.5% | -227.0% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling