+609.5%
MRK vs CHTR
+301.6%
+307.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.0% | -6.9% | -2.7% |
| 7D | -5.0% | -7.1% | +2.1% | -4.0% |
| 30D | +11.0% | -10.9% | +21.8% | +12.7% |
| 3M | +22.4% | +2.0% | +20.4% | +21.3% |
| 6M | +25.4% | -35.9% | +61.3% | +32.2% |
| YTD | +39.5% | -32.7% | +72.2% | +45.5% |
| 1Y | +78.0% | -46.6% | +124.5% | +92.3% |
| 3Y | +45.5% | -66.7% | +112.3% | +66.1% |
| 5Y | +130.3% | -82.1% | +212.4% | +194.1% |
| 10Y | +229.8% | -46.8% | +276.6% | +223.1% |
| All | +609.5% | +301.6% | +307.9% | +356.6% |
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