+38.1%
MA vs CHWY
-8.9%
+47.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -3.5% | -12.0% | +8.5% | -2.6% |
| 30D | +0.7% | -6.2% | +6.9% | +1.1% |
| 3M | +15.8% | +5.5% | +10.3% | +15.1% |
| 6M | +10.2% | -17.8% | +28.0% | +11.2% |
| YTD | -0.5% | -36.2% | +35.7% | +1.6% |
| 1Y | -1.8% | -40.0% | +38.2% | +0.4% |
| All | +38.1% | -8.9% | +47.1% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling