-25.3%
MDB vs CHWY
-72.6%
+47.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -1.9% |
| 7D | -1.8% | -13.6% | +11.8% | +3.7% |
| 30D | -17.3% | -8.5% | -8.7% | -15.0% |
| 3M | +2.2% | +8.9% | -6.7% | -2.4% |
| 6M | +33.9% | -20.5% | +54.3% | +42.5% |
| YTD | -13.7% | -38.2% | +24.5% | +1.6% |
| 1Y | +9.1% | -43.3% | +52.3% | +31.3% |
| 3Y | -8.1% | -8.5% | +0.4% | -21.5% |
| All | -25.3% | -72.6% | +47.3% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling