-18.2%
MDT vs CHTR
-81.7%
+63.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.2% |
| 7D | -3.4% | -4.1% | +0.7% | -2.9% |
| 30D | +0.2% | -3.0% | +3.2% | +0.4% |
| 3M | +14.3% | +4.8% | +9.5% | +13.0% |
| 6M | +4.0% | -35.0% | +39.0% | +8.6% |
| YTD | -3.7% | -30.2% | +26.5% | -0.8% |
| 1Y | -0.4% | -44.8% | +44.4% | +6.2% |
| 3Y | +23.3% | -66.6% | +89.9% | +40.2% |
| All | -18.2% | -81.7% | +63.5% | -2.0% |
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