-41.6%
CHWY vs MTCH
-39.5%
-2.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.6% |
| 7D | -13.6% | +1.3% | -14.9% | -14.1% |
| 30D | -8.5% | +15.9% | -24.4% | -13.7% |
| 3M | +8.9% | +23.3% | -14.4% | +0.1% |
| 6M | -20.5% | +40.1% | -60.6% | -30.5% |
| YTD | -38.2% | +33.6% | -71.7% | -45.0% |
| 1Y | -43.3% | +14.1% | -57.3% | -46.6% |
| 3Y | -8.5% | +1.4% | -10.0% | -13.8% |
| 5Y | -72.7% | -73.1% | +0.4% | -63.4% |
| All | -41.6% | -39.5% | -2.1% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling