+116.3%
MDB vs CHWY
-42.4%
+158.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -10.8% | +11.5% | +4.8% |
| 7D | -4.5% | -14.1% | +9.6% | +0.8% |
| 30D | -14.0% | -8.1% | -5.8% | -11.8% |
| 3M | +5.3% | +1.7% | +3.6% | +3.2% |
| 6M | +31.9% | -20.7% | +52.5% | +40.2% |
| YTD | -14.6% | -37.2% | +22.6% | -0.6% |
| 1Y | +8.2% | -50.7% | +59.0% | +35.7% |
| 3Y | -5.0% | -9.7% | +4.7% | -16.8% |
| 5Y | -24.5% | -72.9% | +48.4% | 0.0% |
| All | +116.3% | -42.4% | +158.7% | +100.2% |
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 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