+105.1%
MCHP vs CHWY
-43.2%
+148.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.3% |
| 7D | 0.0% | -13.6% | +13.6% | +2.9% |
| 30D | -6.0% | -8.5% | +2.5% | -4.7% |
| 3M | -19.7% | +8.9% | -28.6% | -21.7% |
| 6M | +14.0% | -20.5% | +34.5% | +17.7% |
| YTD | +18.4% | -38.2% | +56.6% | +28.3% |
| 1Y | +17.1% | -43.3% | +60.4% | +28.7% |
| 3Y | +0.7% | -8.5% | +9.3% | -5.8% |
| 5Y | +5.1% | -72.7% | +77.8% | +18.5% |
| All | +105.1% | -43.2% | +148.3% | +65.2% |
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 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