-66.6%
CHTR vs MKC
-31.4%
-35.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -4.1% | -1.5% | -2.6% | -3.5% |
| 30D | -3.0% | -3.1% | +0.2% | -1.7% |
| 3M | +4.8% | +5.2% | -0.4% | +2.8% |
| 6M | -35.0% | -12.8% | -22.2% | -32.3% |
| YTD | -30.2% | -23.3% | -6.9% | -24.3% |
| 1Y | -44.8% | -24.1% | -20.7% | -40.0% |
| 3Y | -66.6% | -32.1% | -34.5% | -63.8% |
| All | -66.6% | -31.4% | -35.2% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling