+3,101.0%
MPC vs CHTR
+172.1%
+2,928.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.4% | -1.1% | +6.5% | +5.5% |
| 30D | +31.0% | -0.8% | +31.7% | +30.6% |
| 3M | +46.0% | +17.8% | +28.3% | +38.2% |
| 6M | +77.3% | -34.5% | +111.8% | +92.3% |
| YTD | +141.9% | -27.2% | +169.1% | +153.3% |
| 1Y | +120.9% | -41.4% | +162.3% | +145.7% |
| 3Y | +182.7% | -64.0% | +246.7% | +249.1% |
| 5Y | +646.4% | -81.3% | +727.7% | +1,034.6% |
| 10Y | +1,138.7% | -44.1% | +1,182.8% | +1,076.2% |
| All | +3,101.0% | +172.1% | +2,928.9% | +1,021.7% |
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