-45.6%
CHTR vs MXL
+276.5%
-322.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -11.1% | +16.8% | +3.9% |
| 7D | +14.1% | -24.3% | +38.4% | +9.7% |
| 30D | +11.6% | -46.1% | +57.7% | +2.5% |
| 3M | -21.4% | -21.8% | +0.4% | -22.4% |
| 6M | -27.3% | -27.2% | 0.0% | -25.2% |
| YTD | -42.4% | +226.2% | -268.6% | -24.5% |
| 1Y | -45.6% | +297.0% | -342.6% | -31.3% |
| All | -45.6% | +276.5% | -322.1% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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