-72.2%
CHWY vs MKC
-33.0%
-39.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | -13.6% | -1.5% | -12.2% | -13.2% |
| 30D | -8.5% | -3.1% | -5.4% | -7.8% |
| 3M | +8.9% | +5.2% | +3.7% | +7.3% |
| 6M | -20.5% | -12.8% | -7.6% | -17.8% |
| YTD | -38.2% | -23.3% | -14.9% | -34.2% |
| 1Y | -43.3% | -24.1% | -19.1% | -39.6% |
| 3Y | -8.5% | -32.1% | +23.6% | -0.6% |
| All | -72.2% | -33.0% | -39.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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