+301.6%
CHTR vs MKC
+295.2%
+6.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | -7.1% | -2.8% | -4.3% | -6.1% |
| 30D | -10.9% | -3.4% | -7.5% | -9.7% |
| 3M | +2.0% | +3.8% | -1.8% | +0.6% |
| 6M | -35.9% | -17.9% | -18.0% | -31.3% |
| YTD | -32.7% | -23.6% | -9.0% | -26.3% |
| 1Y | -46.6% | -23.1% | -23.5% | -41.8% |
| 3Y | -66.7% | -31.5% | -35.2% | -62.6% |
| 5Y | -82.1% | -33.1% | -49.1% | -80.1% |
| 10Y | -46.8% | +29.3% | -76.1% | -57.1% |
| All | +301.6% | +295.2% | +6.4% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling