+5,731.6%
MU vs CHTR
-44.7%
+5,776.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.0% |
| 7D | -4.1% | -4.1% | 0.0% | -3.4% |
| 30D | +7.0% | -3.0% | +10.0% | +7.1% |
| 3M | -2.1% | +4.8% | -6.8% | -5.1% |
| 6M | +133.1% | -35.0% | +168.1% | +150.5% |
| YTD | +241.9% | -30.2% | +272.1% | +253.7% |
| 1Y | +548.8% | -44.8% | +593.5% | +627.1% |
| 3Y | +1,308.2% | -66.6% | +1,374.7% | +1,711.4% |
| 5Y | +1,260.7% | -81.5% | +1,342.2% | +2,201.4% |
| All | +5,731.6% | -44.7% | +5,776.4% | +5,685.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling