+3,312.9%
MPC vs CHTR
+147.7%
+3,165.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | -0.6% |
| 7D | +11.2% | +17.2% | -6.0% | +6.8% |
| 30D | -14.5% | +31.6% | -46.1% | -20.8% |
| 3M | +16.7% | -11.6% | +28.3% | +18.8% |
| 6M | +67.6% | -3.3% | +70.8% | +64.8% |
| YTD | +157.9% | -33.7% | +191.6% | +173.8% |
| 1Y | +116.7% | -32.4% | +149.1% | +128.4% |
| 3Y | +199.8% | -65.9% | +265.7% | +271.6% |
| 5Y | +604.4% | -79.9% | +684.3% | +918.9% |
| 10Y | +1,171.5% | -49.2% | +1,220.7% | +1,126.9% |
| All | +3,312.9% | +147.7% | +3,165.2% | +1,112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling