+158.5%
MP vs CHTR
-65.0%
+223.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.7% | +1.8% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +8.3% | -4.5% | +12.8% | +8.6% |
| 3M | -3.8% | +10.2% | -14.1% | -4.6% |
| 6M | -4.9% | -37.2% | +32.3% | -1.9% |
| YTD | +9.6% | -30.2% | +39.8% | +12.8% |
| 1Y | -11.7% | -44.8% | +33.1% | -7.2% |
| 3Y | +158.5% | -65.5% | +224.0% | +195.9% |
| All | +158.5% | -65.0% | +223.5% | +195.9% |
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 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