+68.9%
MP vs CHTR
-81.8%
+150.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.7% | +2.3% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +8.3% | -4.5% | +12.8% | +9.0% |
| 3M | -3.8% | +10.2% | -14.1% | -6.4% |
| 6M | -4.9% | -37.2% | +32.3% | +2.6% |
| YTD | +9.6% | -30.2% | +39.8% | +15.2% |
| 1Y | -11.7% | -44.8% | +33.1% | -2.0% |
| 3Y | +158.5% | -65.5% | +224.0% | +213.9% |
| 5Y | +68.9% | -81.8% | +150.7% | +147.1% |
| All | +68.9% | -81.8% | +150.7% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling