-62.8%
CHTR vs MULL
+2,337.2%
-2,400.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.7% |
| 7D | -4.1% | -8.4% | +4.3% | -4.3% |
| 30D | -3.0% | +9.7% | -12.7% | -2.7% |
| 3M | +4.8% | -26.8% | +31.5% | +5.1% |
| 6M | -35.0% | +220.7% | -255.7% | -35.3% |
| YTD | -30.2% | +509.0% | -539.2% | -32.8% |
| 1Y | -44.8% | +1,739.5% | -1,784.3% | -50.2% |
| All | -62.8% | +2,337.2% | -2,400.0% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling