-1.7%
MCD vs CHTR
-65.7%
+64.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.4% |
| 7D | -2.0% | -0.3% | -1.7% | -2.1% |
| 30D | -6.1% | -4.5% | -1.7% | -5.9% |
| 3M | -7.3% | +10.2% | -17.5% | -8.3% |
| 6M | -20.9% | -37.2% | +16.3% | -18.6% |
| YTD | -14.7% | -30.2% | +15.5% | -13.1% |
| 1Y | -16.1% | -44.8% | +28.7% | -12.9% |
| All | -1.7% | -65.7% | +64.0% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling