-10.8%
MDLN vs CHWY
-29.1%
+18.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +3.7% | +1.7% | +2.0% | +3.4% |
| 30D | -0.2% | -1.5% | +1.3% | +0.1% |
| 3M | +6.2% | +13.6% | -7.4% | +3.7% |
| 6M | -14.7% | -7.3% | -7.4% | -13.5% |
| YTD | -12.9% | -28.4% | +15.5% | -5.5% |
| All | -10.8% | -29.1% | +18.4% | -3.4% |
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