+118.6%
MDB vs CHWY
-43.2%
+161.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.0% |
| 7D | -1.8% | -13.6% | +11.8% | +3.5% |
| 30D | -17.3% | -8.5% | -8.7% | -15.0% |
| 3M | +2.2% | +8.9% | -6.7% | -2.2% |
| 6M | +33.9% | -20.5% | +54.3% | +42.2% |
| YTD | -13.7% | -38.2% | +24.5% | +1.0% |
| 1Y | +9.1% | -43.3% | +52.3% | +30.5% |
| 3Y | -8.1% | -8.5% | +0.4% | -20.0% |
| 5Y | -25.9% | -72.7% | +46.8% | -1.9% |
| All | +118.6% | -43.2% | +161.8% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling