+9,233.1%
MU vs CHTR
+334.3%
+8,898.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +6.0% |
| 7D | +9.0% | -1.1% | +10.0% | +9.2% |
| 30D | +13.8% | -0.8% | +14.6% | +13.3% |
| 3M | +2.1% | +17.8% | -15.7% | -5.7% |
| 6M | +153.8% | -34.5% | +188.3% | +175.8% |
| YTD | +256.4% | -27.2% | +283.6% | +266.7% |
| 1Y | +719.8% | -41.4% | +761.2% | +814.9% |
| 3Y | +1,360.4% | -64.0% | +1,424.4% | +1,758.6% |
| 5Y | +1,312.4% | -81.3% | +1,393.7% | +2,298.0% |
| 10Y | +6,142.6% | -44.1% | +6,186.7% | +5,824.3% |
| All | +9,233.1% | +334.3% | +8,898.9% | +2,454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling