-3.0%
MDLN vs CHWY
-31.1%
+28.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +24.2% | +10.4% | +13.8% | +22.1% |
| 30D | +11.8% | +26.8% | -14.9% | +7.3% |
| 3M | +8.4% | -4.3% | +12.7% | +9.3% |
| 6M | -12.3% | -6.3% | -6.0% | -11.4% |
| YTD | -5.3% | -30.4% | +25.1% | +3.2% |
| All | -3.0% | -31.1% | +28.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling