+2,371.8%
MA vs CHTR
+334.3%
+2,037.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.7% | -1.1% | -1.6% | -2.6% |
| 30D | +1.5% | -0.8% | +2.3% | +1.4% |
| 3M | +20.4% | +17.8% | +2.7% | +13.9% |
| 6M | +11.1% | -34.5% | +45.6% | +21.4% |
| YTD | +2.0% | -27.2% | +29.1% | +7.3% |
| 1Y | -2.2% | -41.4% | +39.3% | +9.7% |
| 3Y | +41.9% | -64.0% | +105.9% | +76.6% |
| 5Y | +75.4% | -81.3% | +156.6% | +168.2% |
| 10Y | +527.5% | -44.1% | +571.6% | +539.2% |
| All | +2,371.8% | +334.3% | +2,037.5% | +1,197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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