-45.6%
CHTR vs MCO
+9.9%
-55.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.9% | +0.8% | +4.1% |
| 7D | +14.1% | +10.7% | +3.4% | +10.7% |
| 30D | +11.6% | +17.9% | -6.3% | +6.4% |
| 3M | -21.4% | +9.5% | -30.9% | -23.5% |
| 6M | -27.3% | +18.1% | -45.3% | -30.2% |
| YTD | -42.4% | +4.1% | -46.5% | -43.2% |
| 1Y | -45.6% | +9.3% | -54.9% | -47.6% |
| All | -45.6% | +9.9% | -55.5% | -47.6% |
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