+316.4%
CHTR vs MUB
+57.6%
+258.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -4.5% | -1.5% | -2.9% | -3.5% |
| 3M | +10.2% | -1.9% | +12.2% | +11.6% |
| 6M | -37.2% | -1.7% | -35.5% | -36.6% |
| YTD | -30.2% | -0.8% | -29.4% | -29.8% |
| 1Y | -44.8% | +1.5% | -46.3% | -45.1% |
| 3Y | -65.5% | +8.8% | -74.3% | -66.9% |
| 5Y | -81.8% | +2.0% | -83.8% | -82.2% |
| 10Y | -45.8% | +18.0% | -63.7% | -47.1% |
| All | +316.4% | +57.6% | +258.8% | +279.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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