-81.6%
CHTR vs MGY
+88.8%
-170.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -4.1% | +3.5% | -7.6% | -4.7% |
| 30D | -3.0% | +5.3% | -8.2% | -4.0% |
| 3M | +4.8% | +2.6% | +2.1% | +3.8% |
| 6M | -35.0% | -3.3% | -31.7% | -35.1% |
| YTD | -30.2% | +29.2% | -59.4% | -34.0% |
| 1Y | -44.8% | +18.0% | -62.8% | -47.0% |
| 3Y | -66.6% | +30.0% | -96.6% | -68.9% |
| All | -81.6% | +88.8% | -170.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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