+162.6%
MCO vs CHWY
-43.2%
+205.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.7% | +2.1% |
| 7D | -3.8% | -13.6% | +9.8% | -1.6% |
| 30D | -0.4% | -8.5% | +8.2% | +0.8% |
| 3M | +7.7% | +8.9% | -1.2% | +5.9% |
| 6M | +7.0% | -20.5% | +27.5% | +10.0% |
| YTD | -6.4% | -38.2% | +31.7% | -0.2% |
| 1Y | -7.6% | -43.3% | +35.6% | -0.6% |
| 3Y | +43.2% | -8.5% | +51.8% | +37.5% |
| 5Y | +29.6% | -72.7% | +102.3% | +40.2% |
| All | +162.6% | -43.2% | +205.8% | +115.1% |
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