+1,384.0%
MU vs CHTR
-68.4%
+1,452.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.1% | +10.9% | +2.2% |
| 7D | +7.5% | -15.8% | +23.3% | +6.4% |
| 30D | +19.4% | -12.7% | +32.0% | +18.5% |
| 3M | +9.8% | -1.1% | +10.9% | +10.3% |
| 6M | +164.1% | -39.9% | +204.1% | +167.6% |
| YTD | +260.3% | -35.9% | +296.2% | +261.5% |
| 1Y | +661.2% | -49.2% | +710.3% | +686.0% |
| All | +1,384.0% | -68.4% | +1,452.5% | +1,527.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling