-41.6%
CHWY vs MTB
+80.7%
-122.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | -13.6% | 0.0% | -13.6% | -13.6% |
| 30D | -8.5% | -4.8% | -3.7% | -7.8% |
| 3M | +8.9% | +6.0% | +2.9% | +7.8% |
| 6M | -20.5% | +19.6% | -40.1% | -22.9% |
| YTD | -38.2% | +21.5% | -59.6% | -40.2% |
| 1Y | -43.3% | +24.7% | -68.0% | -45.4% |
| 3Y | -8.5% | +108.6% | -117.1% | -19.3% |
| 5Y | -72.7% | +106.7% | -179.5% | -75.1% |
| All | -41.6% | +80.7% | -122.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling