-25.3%
MDB vs CHTR
-81.7%
+56.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.8% | -3.9% |
| 7D | -1.8% | -4.1% | +2.3% | -1.0% |
| 30D | -17.3% | -3.0% | -14.3% | -17.2% |
| 3M | +2.2% | +4.8% | -2.6% | +0.1% |
| 6M | +33.9% | -35.0% | +68.9% | +44.2% |
| YTD | -13.7% | -30.2% | +16.5% | -8.8% |
| 1Y | +9.1% | -44.8% | +53.8% | +21.8% |
| 3Y | -8.1% | -66.6% | +58.4% | +16.1% |
| All | -25.3% | -81.7% | +56.3% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling