+128.0%
MA vs CHWY
-43.2%
+171.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.0% |
| 7D | -1.7% | -13.6% | +11.9% | -0.4% |
| 30D | +1.7% | -8.5% | +10.2% | +2.5% |
| 3M | +17.2% | +8.9% | +8.3% | +15.9% |
| 6M | +13.3% | -20.5% | +33.8% | +15.2% |
| YTD | +0.2% | -38.2% | +38.3% | +4.1% |
| 1Y | -2.7% | -43.3% | +40.5% | +1.7% |
| 3Y | +39.1% | -8.5% | +47.6% | +35.5% |
| 5Y | +68.8% | -72.7% | +141.5% | +75.3% |
| All | +128.0% | -43.2% | +171.2% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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