+1,263.7%
MU vs CHTR
-82.1%
+1,345.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.0% | -9.9% | -5.2% |
| 7D | +2.0% | -7.1% | +9.2% | +2.5% |
| 30D | +12.5% | -10.9% | +23.4% | +13.3% |
| 3M | +9.6% | +2.0% | +7.6% | +8.8% |
| 6M | +142.6% | -35.9% | +178.5% | +153.2% |
| YTD | +242.7% | -32.7% | +275.3% | +251.1% |
| 1Y | +599.3% | -46.6% | +645.8% | +654.2% |
| 3Y | +1,308.3% | -66.7% | +1,375.0% | +1,571.7% |
| 5Y | +1,263.7% | -82.1% | +1,345.9% | +1,686.1% |
| All | +1,263.7% | -82.1% | +1,345.8% | +1,686.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling