+17.6%
MCD vs CHWY
-72.6%
+90.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | -1.2% | -13.6% | +12.4% | -0.7% |
| 30D | -7.8% | -8.5% | +0.8% | -7.5% |
| 3M | -10.7% | +8.9% | -19.6% | -11.1% |
| 6M | -21.3% | -20.5% | -0.8% | -20.8% |
| YTD | -15.8% | -38.2% | +22.4% | -14.5% |
| 1Y | -16.0% | -43.3% | +27.2% | -14.6% |
| 3Y | -3.0% | -8.5% | +5.6% | -3.7% |
| All | +17.6% | -72.6% | +90.3% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling