+177.5%
MCD vs CHTR
-46.7%
+224.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.0% |
| 7D | -2.5% | -7.1% | +4.6% | -1.4% |
| 30D | -7.0% | -10.9% | +3.8% | -5.5% |
| 3M | -9.8% | +2.0% | -11.8% | -10.7% |
| 6M | -21.8% | -35.9% | +14.2% | -17.1% |
| YTD | -15.6% | -32.7% | +17.1% | -11.7% |
| 1Y | -15.2% | -46.6% | +31.4% | -7.5% |
| 3Y | -2.6% | -66.7% | +64.2% | +13.2% |
| 5Y | +18.9% | -82.1% | +101.0% | +61.1% |
| All | +177.5% | -46.7% | +224.2% | +191.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling