+719.8%
MU vs CHTR
-41.9%
+761.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.2% |
| 7D | +9.0% | -1.1% | +10.0% | +8.6% |
| 30D | +13.8% | -0.8% | +14.6% | +14.0% |
| 3M | +2.1% | +17.8% | -15.7% | +10.2% |
| 6M | +153.8% | -34.5% | +188.3% | +150.4% |
| YTD | +256.4% | -27.2% | +283.6% | +261.7% |
| 1Y | +719.8% | -41.4% | +761.2% | +770.2% |
| All | +719.8% | -41.9% | +761.7% | +770.2% |
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