+264.6%
MP vs CHTR
-74.8%
+339.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.6% | -14.0% | -5.0% |
| 7D | -3.6% | +17.8% | -21.4% | -6.3% |
| 30D | -21.0% | +29.7% | -50.7% | -24.4% |
| 3M | -33.3% | -12.5% | -20.8% | -32.3% |
| 6M | -45.9% | -13.4% | -32.5% | -45.3% |
| YTD | -27.8% | -35.8% | +7.9% | -23.8% |
| 1Y | -43.2% | -36.3% | -6.9% | -40.0% |
| 3Y | +144.0% | -67.3% | +211.3% | +189.3% |
| 5Y | -6.1% | -80.9% | +74.8% | +14.7% |
| All | +264.6% | -74.8% | +339.4% | +335.6% |
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