+1,010.1%
MDB vs CHTR
-58.5%
+1,068.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.7% | -2.1% |
| 7D | -18.0% | -0.3% | -17.7% | -18.5% |
| 30D | -10.7% | -4.5% | -6.3% | -10.0% |
| 3M | +1.0% | +10.2% | -9.3% | -3.5% |
| 6M | +31.6% | -37.2% | +68.9% | +48.5% |
| YTD | -15.2% | -30.2% | +15.0% | -8.2% |
| 1Y | +10.1% | -44.8% | +54.9% | +28.9% |
| 3Y | -5.6% | -65.5% | +59.9% | +24.2% |
| 5Y | -24.5% | -81.8% | +57.2% | +38.0% |
| All | +1,010.1% | -58.5% | +1,068.6% | +1,139.6% |
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