+671.4%
MCHP vs CHTR
+301.6%
+369.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -6.9% | -3.5% |
| 7D | -2.1% | -7.1% | +5.1% | -0.1% |
| 30D | -11.1% | -10.9% | -0.3% | -8.7% |
| 3M | -18.1% | +2.0% | -20.1% | -20.4% |
| 6M | +10.8% | -35.9% | +46.7% | +22.1% |
| YTD | +14.2% | -32.7% | +46.9% | +22.7% |
| 1Y | +13.5% | -46.6% | +60.0% | +32.1% |
| 3Y | -2.0% | -66.7% | +64.7% | +29.1% |
| 5Y | +1.4% | -82.1% | +83.5% | +64.4% |
| 10Y | +195.5% | -46.8% | +242.3% | +229.5% |
| All | +671.4% | +301.6% | +369.8% | +343.2% |
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