+1,166.2%
MPC vs CHTR
-51.3%
+1,217.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.0% |
| 7D | +9.4% | +5.4% | +4.0% | +8.2% |
| 30D | -13.4% | +24.0% | -37.5% | -17.4% |
| 3M | +18.9% | -11.7% | +30.6% | +20.6% |
| 6M | +64.9% | -10.3% | +75.2% | +65.5% |
| YTD | +156.8% | -36.5% | +193.3% | +172.2% |
| 1Y | +113.2% | -37.7% | +150.9% | +126.9% |
| 3Y | +201.8% | -67.6% | +269.4% | +266.8% |
| 5Y | +601.4% | -80.8% | +682.1% | +882.3% |
| All | +1,166.2% | -51.3% | +1,217.5% | +1,281.7% |
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