-39.8%
CHWY vs MTB
+80.1%
-119.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -12.0% | -0.4% | -11.6% | -11.9% |
| 30D | -6.2% | -4.6% | -1.6% | -5.5% |
| 3M | +5.5% | +7.4% | -1.9% | +4.2% |
| 6M | -17.8% | +18.7% | -36.5% | -20.2% |
| YTD | -36.2% | +21.1% | -57.3% | -38.3% |
| 1Y | -40.0% | +24.1% | -64.0% | -42.2% |
| 3Y | -8.3% | +115.3% | -123.7% | -19.4% |
| 5Y | -71.9% | +106.0% | -177.9% | -74.3% |
| All | -39.8% | +80.1% | -119.8% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling