-41.4%
CHTR vs MCO
+0.4%
-41.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -1.1% | -4.2% | +3.1% | +0.1% |
| 30D | -0.8% | +2.2% | -3.0% | -1.3% |
| 3M | +17.8% | +10.1% | +7.7% | +15.3% |
| 6M | -34.5% | +5.3% | -39.7% | -35.6% |
| YTD | -27.2% | -2.7% | -24.4% | -26.7% |
| 1Y | -41.4% | -0.4% | -41.0% | -41.6% |
| All | -41.4% | +0.4% | -41.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling