-34.6%
MP vs CHTR
-46.1%
+11.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.7% | -10.8% | -5.0% |
| 7D | -12.5% | +14.1% | -26.6% | -12.6% |
| 30D | -23.3% | +11.6% | -34.9% | -23.4% |
| 3M | -24.4% | -21.4% | -2.9% | -24.6% |
| 6M | -45.8% | -27.3% | -18.5% | -45.4% |
| YTD | -28.9% | -42.4% | +13.5% | -22.0% |
| 1Y | -34.6% | -45.6% | +11.0% | -30.0% |
| All | -34.6% | -46.1% | +11.5% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling