-72.2%
CHWY vs MTCH
-73.3%
+1.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.7% |
| 7D | -13.6% | +1.3% | -14.9% | -14.2% |
| 30D | -8.5% | +15.9% | -24.4% | -15.3% |
| 3M | +8.9% | +23.3% | -14.4% | -2.6% |
| 6M | -20.5% | +40.1% | -60.6% | -33.5% |
| YTD | -38.2% | +33.6% | -71.7% | -47.1% |
| 1Y | -43.3% | +14.1% | -57.3% | -47.7% |
| 3Y | -8.5% | +1.4% | -10.0% | -15.5% |
| All | -72.2% | -73.3% | +1.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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