+9.5%
MCHP vs CHWY
-31.6%
+41.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.7% | -12.2% | -14.0% |
| 7D | -20.1% | +10.4% | -30.5% | -19.7% |
| 30D | -20.2% | +26.8% | -47.0% | -19.6% |
| 3M | -16.1% | -4.3% | -11.8% | -15.5% |
| 6M | -33.4% | -6.3% | -27.1% | -32.5% |
| YTD | +3.5% | -30.4% | +33.9% | +4.6% |
| 1Y | +9.5% | -30.5% | +39.9% | +11.3% |
| All | +9.5% | -31.6% | +41.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling