+265.1%
MU vs CHTR
-46.1%
+311.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +5.7% | -12.7% | -4.9% |
| 7D | -19.1% | +14.1% | -33.2% | -14.9% |
| 30D | -25.2% | +11.6% | -36.8% | -21.6% |
| 3M | -10.9% | -21.4% | +10.5% | -16.0% |
| 6M | +38.0% | -27.3% | +65.3% | +33.5% |
| YTD | +178.8% | -42.4% | +221.2% | +170.2% |
| 1Y | +265.1% | -45.6% | +310.7% | +253.1% |
| All | +265.1% | -46.1% | +311.2% | +253.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling