-15.2%
MCD vs CHTR
-46.6%
+31.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.6% |
| 7D | -2.5% | -7.1% | +4.6% | -1.9% |
| 30D | -7.0% | -10.9% | +3.8% | -6.2% |
| 3M | -9.8% | +2.0% | -11.8% | -10.3% |
| 6M | -21.8% | -35.9% | +14.2% | -20.1% |
| YTD | -15.6% | -32.7% | +17.1% | -14.3% |
| 1Y | -15.2% | -46.6% | +31.4% | -13.1% |
| All | -15.2% | -46.6% | +31.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling