+416.4%
MARA vs CHWY
-43.2%
+459.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.8% | +6.5% |
| 7D | +5.9% | -13.6% | +19.5% | +14.0% |
| 30D | +24.3% | -8.5% | +32.8% | +28.9% |
| 3M | -12.0% | +8.9% | -20.9% | -18.8% |
| 6M | +40.1% | -20.5% | +60.6% | +50.7% |
| YTD | +33.4% | -38.2% | +71.6% | +66.0% |
| 1Y | -23.7% | -43.3% | +19.5% | -2.0% |
| 3Y | +19.0% | -8.5% | +27.5% | +3.4% |
| 5Y | -66.5% | -72.7% | +6.3% | -44.1% |
| All | +416.4% | -43.2% | +459.6% | +518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling