+301.6%
CHTR vs MTZ
+1,672.5%
-1,370.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +5.5% |
| 7D | -7.1% | 0.0% | -7.1% | -7.2% |
| 30D | -10.9% | -14.8% | +4.0% | -8.9% |
| 3M | +2.0% | -30.8% | +32.8% | +6.5% |
| 6M | -35.9% | -22.6% | -13.3% | -34.6% |
| YTD | -32.7% | +6.8% | -39.5% | -35.3% |
| 1Y | -46.6% | +22.1% | -68.7% | -50.0% |
| 3Y | -66.7% | +153.1% | -219.8% | -73.6% |
| 5Y | -82.1% | +161.4% | -243.6% | -86.2% |
| 10Y | -46.8% | +723.1% | -769.9% | -68.9% |
| All | +301.6% | +1,672.5% | -1,370.9% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling