-56.6%
CHTR vs MGY
+210.4%
-267.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -4.1% | +3.5% | -7.6% | -4.5% |
| 30D | -3.0% | +5.3% | -8.2% | -3.7% |
| 3M | +4.8% | +2.6% | +2.1% | +4.0% |
| 6M | -35.0% | -3.3% | -31.7% | -35.1% |
| YTD | -30.2% | +29.2% | -59.4% | -32.9% |
| 1Y | -44.8% | +18.0% | -62.8% | -46.4% |
| 3Y | -66.6% | +30.0% | -96.6% | -68.2% |
| 5Y | -81.5% | +92.7% | -174.2% | -83.3% |
| All | -56.6% | +210.4% | -267.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling