+589.0%
MCD vs CHTR
+295.4%
+293.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.3% |
| 7D | -1.6% | +17.2% | -18.9% | -4.3% |
| 30D | +14.1% | +31.6% | -17.5% | +8.8% |
| 3M | +0.6% | -11.6% | +12.2% | +2.0% |
| 6M | 0.0% | -3.3% | +3.3% | -0.6% |
| YTD | -9.3% | -33.7% | +24.4% | -5.3% |
| 1Y | -9.3% | -32.4% | +23.1% | -5.7% |
| 3Y | +8.6% | -65.9% | +74.6% | +24.1% |
| 5Y | +21.9% | -79.9% | +101.8% | +52.3% |
| 10Y | +202.8% | -49.2% | +252.0% | +212.4% |
| All | +589.0% | +295.4% | +293.6% | +418.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling