-8.1%
MDB vs CHWY
-11.7%
+3.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.6% |
| 7D | -1.8% | -13.6% | +11.8% | +0.7% |
| 30D | -17.3% | -8.5% | -8.7% | -16.2% |
| 3M | +2.2% | +8.9% | -6.7% | +0.2% |
| 6M | +33.9% | -20.5% | +54.3% | +38.0% |
| YTD | -13.7% | -38.2% | +24.5% | -7.2% |
| 1Y | +9.1% | -43.3% | +52.3% | +18.4% |
| 3Y | -8.1% | -8.5% | +0.4% | +0.2% |
| All | -8.1% | -11.7% | +3.6% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling