+110.9%
MO vs CHTR
-44.7%
+155.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.2% |
| 7D | +0.1% | -4.1% | +4.2% | +0.6% |
| 30D | +7.1% | -3.0% | +10.1% | +7.3% |
| 3M | -2.0% | +4.8% | -6.7% | -3.0% |
| 6M | +7.3% | -35.0% | +42.3% | +11.9% |
| YTD | +23.5% | -30.2% | +53.6% | +27.0% |
| 1Y | +11.0% | -44.8% | +55.8% | +17.9% |
| 3Y | +95.0% | -66.6% | +161.6% | +118.3% |
| 5Y | +100.6% | -81.5% | +182.1% | +146.1% |
| All | +110.9% | -44.7% | +155.6% | +113.4% |
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