+316.5%
CHTR vs MXL
+315.4%
+1.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.5% | -3.8% | +3.3% |
| 7D | -4.1% | +18.9% | -22.9% | -5.2% |
| 30D | -3.0% | +0.3% | -3.3% | -3.3% |
| 3M | +4.8% | -8.0% | +12.8% | +3.7% |
| 6M | -35.0% | +341.2% | -376.3% | -47.2% |
| YTD | -30.2% | +327.8% | -358.0% | -43.3% |
| 1Y | -44.8% | +364.9% | -409.7% | -55.9% |
| 3Y | -66.6% | +229.2% | -295.8% | -73.9% |
| 5Y | -81.5% | +42.8% | -124.3% | -84.5% |
| 10Y | -44.8% | +303.1% | -347.9% | -62.8% |
| All | +316.5% | +315.4% | +1.1% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling