-45.6%
CHTR vs MULL
+444.9%
-490.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -13.8% | +19.4% | +4.6% |
| 7D | +14.1% | -35.9% | +50.0% | +10.8% |
| 30D | +11.6% | -47.3% | +58.9% | +7.4% |
| 3M | -21.4% | -30.6% | +9.1% | -22.5% |
| 6M | -27.3% | +13.7% | -41.0% | -23.1% |
| YTD | -42.4% | +272.1% | -314.5% | -38.1% |
| 1Y | -45.6% | +475.1% | -520.6% | -41.8% |
| All | -45.6% | +444.9% | -490.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling