+193.4%
MCD vs CHTR
-49.2%
+242.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.3% |
| 7D | -1.6% | +17.2% | -18.9% | -4.4% |
| 30D | +14.1% | +31.6% | -17.5% | +8.6% |
| 3M | +0.6% | -11.6% | +12.2% | +2.0% |
| 6M | 0.0% | -3.3% | +3.3% | -0.7% |
| YTD | -9.3% | -33.7% | +24.4% | -5.2% |
| 1Y | -9.3% | -32.4% | +23.1% | -5.6% |
| 3Y | +8.6% | -65.9% | +74.6% | +25.3% |
| 5Y | +21.9% | -79.9% | +101.8% | +59.1% |
| All | +193.4% | -49.2% | +242.6% | +205.8% |
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