+45.4%
MRK vs CHTR
-65.7%
+111.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.8% |
| 7D | -4.3% | -4.1% | -0.2% | -3.9% |
| 30D | +8.3% | -3.0% | +11.2% | +8.5% |
| 3M | +20.0% | +4.8% | +15.3% | +19.3% |
| 6M | +25.7% | -35.0% | +60.7% | +28.8% |
| YTD | +38.7% | -30.2% | +68.9% | +41.1% |
| 1Y | +74.7% | -44.8% | +119.4% | +80.4% |
| 3Y | +45.4% | -66.6% | +111.9% | +57.1% |
| All | +45.4% | -65.7% | +111.0% | +57.1% |
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 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