+205.6%
MDT vs CHTR
+316.5%
-110.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.5% |
| 7D | -3.4% | -4.1% | +0.7% | -2.7% |
| 30D | +0.2% | -3.0% | +3.2% | +0.4% |
| 3M | +14.3% | +4.8% | +9.5% | +12.2% |
| 6M | +4.0% | -35.0% | +39.0% | +11.1% |
| YTD | -3.7% | -30.2% | +26.5% | +0.9% |
| 1Y | -0.4% | -44.8% | +44.4% | +9.6% |
| 3Y | +23.3% | -66.6% | +89.9% | +47.0% |
| 5Y | -18.9% | -81.5% | +62.6% | +9.8% |
| 10Y | +39.2% | -44.8% | +84.0% | +40.7% |
| All | +205.6% | +316.5% | -110.8% | +85.0% |
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 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