+9,083.2%
MU vs CHTR
+316.4%
+8,766.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.4% |
| 7D | +7.2% | -0.3% | +7.5% | +7.1% |
| 30D | +14.0% | -4.5% | +18.5% | +14.8% |
| 3M | +5.4% | +10.2% | -4.9% | -0.5% |
| 6M | +170.3% | -37.2% | +207.5% | +197.7% |
| YTD | +250.7% | -30.2% | +280.8% | +265.4% |
| 1Y | +662.1% | -44.8% | +706.9% | +767.1% |
| 3Y | +1,341.2% | -65.5% | +1,406.7% | +1,758.8% |
| 5Y | +1,319.3% | -81.8% | +1,401.1% | +2,322.2% |
| 10Y | +5,778.3% | -45.8% | +5,824.1% | +5,520.9% |
| All | +9,083.2% | +316.4% | +8,766.8% | +2,445.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling