+547.7%
MCD vs CHTR
+334.3%
+213.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.8% | -1.1% | -1.8% | -2.8% |
| 30D | -6.0% | -0.8% | -5.2% | -6.1% |
| 3M | -5.6% | +17.8% | -23.4% | -8.6% |
| 6M | -21.9% | -34.5% | +12.6% | -17.5% |
| YTD | -14.7% | -27.2% | +12.5% | -11.9% |
| 1Y | -17.3% | -41.4% | +24.2% | -11.4% |
| 3Y | -2.2% | -64.0% | +61.9% | +11.3% |
| 5Y | +20.3% | -81.3% | +101.6% | +54.1% |
| 10Y | +180.7% | -44.1% | +224.8% | +186.3% |
| All | +547.7% | +334.3% | +213.5% | +382.2% |
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 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