+131.7%
MP vs CHTR
-71.6%
+203.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -6.2% | +11.1% | +5.1% |
| 7D | -10.5% | +5.9% | -16.4% | -10.8% |
| 30D | -23.5% | +10.4% | -33.9% | -23.9% |
| 3M | -25.4% | -25.0% | -0.4% | -24.8% |
| 6M | -51.3% | -24.6% | -26.7% | -50.8% |
| YTD | -29.9% | -43.4% | +13.5% | -27.6% |
| 1Y | -31.8% | -45.8% | +14.0% | -29.4% |
| All | +131.7% | -71.6% | +203.3% | +158.2% |
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