+35.9%
MDLZ vs CHWY
-43.2%
+79.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | +1.9% | -13.6% | +15.5% | +2.6% |
| 30D | +0.4% | -8.5% | +9.0% | +0.8% |
| 3M | -0.6% | +8.9% | -9.5% | -1.1% |
| 6M | +14.7% | -20.5% | +35.2% | +15.6% |
| YTD | +18.0% | -38.2% | +56.1% | +20.1% |
| 1Y | +4.1% | -43.3% | +47.4% | +6.4% |
| 3Y | -4.6% | -8.5% | +4.0% | -6.3% |
| 5Y | +18.4% | -72.7% | +91.1% | +21.3% |
| All | +35.9% | -43.2% | +79.1% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling