+287.6%
MP vs CHTR
-74.0%
+361.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +2.9% |
| 7D | +9.5% | +17.2% | -7.7% | +6.8% |
| 30D | -3.0% | +31.6% | -34.6% | -7.4% |
| 3M | -30.4% | -11.6% | -18.8% | -29.4% |
| 6M | -39.2% | -3.3% | -35.9% | -39.7% |
| YTD | -23.3% | -33.7% | +10.4% | -19.3% |
| 1Y | -32.6% | -32.4% | -0.2% | -29.6% |
| 3Y | +159.3% | -65.9% | +225.2% | +205.0% |
| 5Y | -16.4% | -79.9% | +63.5% | +1.5% |
| All | +287.6% | -74.0% | +361.6% | +360.9% |
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