+678.6%
MPC vs CHTR
-81.8%
+760.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | +2.7% |
| 7D | +3.9% | -0.3% | +4.2% | +3.8% |
| 30D | +33.8% | -4.5% | +38.2% | +34.2% |
| 3M | +49.9% | +10.2% | +39.6% | +47.4% |
| 6M | +80.9% | -37.2% | +118.2% | +89.7% |
| YTD | +147.4% | -30.2% | +177.6% | +154.6% |
| 1Y | +123.2% | -44.8% | +168.0% | +137.9% |
| 3Y | +171.7% | -65.5% | +237.2% | +208.1% |
| 5Y | +678.6% | -81.8% | +760.3% | +833.4% |
| All | +678.6% | -81.8% | +760.3% | +833.4% |
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 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