-65.8%
CHTR vs MULL
+2,620.5%
-2,686.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.4% | -13.5% | -8.0% |
| 7D | -15.8% | +14.8% | -30.6% | -15.5% |
| 30D | -12.7% | +36.6% | -49.2% | -12.0% |
| 3M | -1.1% | -8.9% | +7.8% | -0.5% |
| 6M | -39.9% | +311.9% | -351.8% | -40.2% |
| YTD | -35.9% | +579.8% | -615.7% | -38.1% |
| 1Y | -49.2% | +2,421.5% | -2,470.7% | -54.7% |
| All | -65.8% | +2,620.5% | -2,686.3% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling