+24.0%
MCK vs CHWY
-32.3%
+56.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | +6.7% | +6.0% | +0.7% | +6.4% |
| 30D | +16.5% | +23.8% | -7.3% | +15.8% |
| 3M | +21.9% | -3.7% | +25.6% | +21.6% |
| 6M | +43.0% | -8.3% | +51.2% | +42.4% |
| YTD | +29.7% | -31.7% | +61.5% | +30.3% |
| 1Y | +24.0% | -31.3% | +55.3% | +23.9% |
| All | +24.0% | -32.3% | +56.3% | +23.9% |
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