+53.1%
MMM vs CHTR
-44.7%
+97.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.4% |
| 7D | -2.1% | -4.1% | +2.0% | -1.3% |
| 30D | -9.8% | -3.0% | -6.9% | -9.6% |
| 3M | +4.9% | +4.8% | +0.2% | +2.6% |
| 6M | +7.3% | -35.0% | +42.4% | +16.0% |
| YTD | +4.5% | -30.2% | +34.7% | +10.2% |
| 1Y | +5.4% | -44.8% | +50.1% | +18.3% |
| 3Y | +98.6% | -66.6% | +165.1% | +147.5% |
| 5Y | +27.4% | -81.5% | +108.9% | +82.7% |
| All | +53.1% | -44.7% | +97.9% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling