-81.6%
CHTR vs MCO
+28.6%
-110.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.0% |
| 7D | -4.1% | -3.8% | -0.3% | -2.3% |
| 30D | -3.0% | -0.4% | -2.6% | -2.7% |
| 3M | +4.8% | +7.7% | -3.0% | +1.2% |
| 6M | -35.0% | +7.0% | -42.0% | -37.3% |
| YTD | -30.2% | -6.4% | -23.8% | -28.8% |
| 1Y | -44.8% | -7.6% | -37.1% | -43.4% |
| 3Y | -66.6% | +43.2% | -109.8% | -72.9% |
| All | -81.6% | +28.6% | -110.3% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling