+98.6%
MMM vs CHTR
-65.7%
+164.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.6% |
| 7D | -2.1% | -4.1% | +2.0% | -1.5% |
| 30D | -9.8% | -3.0% | -6.9% | -9.7% |
| 3M | +4.9% | +4.8% | +0.2% | +3.2% |
| 6M | +7.3% | -35.0% | +42.4% | +14.3% |
| YTD | +4.5% | -30.2% | +34.7% | +8.9% |
| 1Y | +5.4% | -44.8% | +50.1% | +16.4% |
| 3Y | +98.6% | -66.6% | +165.1% | +137.0% |
| All | +98.6% | -65.7% | +164.2% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling