+19.4%
MCD vs CHTR
-83.3%
+102.6%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.1% | +7.2% | -0.1% |
| 7D | -2.9% | -15.8% | +12.9% | -1.2% |
| 30D | -6.7% | -12.7% | +5.9% | -5.6% |
| 3M | -9.6% | -1.1% | -8.5% | -9.8% |
| 6M | -22.3% | -39.9% | +17.6% | -19.2% |
| YTD | -15.4% | -35.9% | +20.4% | -12.8% |
| 1Y | -16.8% | -49.2% | +32.4% | -12.2% |
| 3Y | -2.4% | -68.3% | +65.9% | +6.7% |
| 5Y | +19.4% | -83.0% | +102.3% | +36.5% |
| All | +19.4% | -83.3% | +102.6% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling