+1,120.5%
MPC vs CHTR
-46.7%
+1,167.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.7% | -2.8% |
| 7D | +1.2% | -7.1% | +8.4% | +2.6% |
| 30D | +17.0% | -10.9% | +27.8% | +19.1% |
| 3M | +49.5% | +2.0% | +47.4% | +47.3% |
| 6M | +83.5% | -35.9% | +119.4% | +96.3% |
| YTD | +144.1% | -32.7% | +176.8% | +157.2% |
| 1Y | +119.6% | -46.6% | +166.1% | +144.3% |
| 3Y | +168.1% | -66.7% | +234.8% | +226.3% |
| 5Y | +671.3% | -82.1% | +753.5% | +1,029.1% |
| All | +1,120.5% | -46.7% | +1,167.2% | +1,170.4% |
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