+14.6%
MDT vs CHWY
-43.2%
+57.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.6% |
| 7D | -3.4% | -13.6% | +10.2% | -2.7% |
| 30D | +0.2% | -8.5% | +8.8% | +0.6% |
| 3M | +14.3% | +8.9% | +5.4% | +13.6% |
| 6M | +4.0% | -20.5% | +24.5% | +4.9% |
| YTD | -3.7% | -38.2% | +34.5% | -1.7% |
| 1Y | -0.4% | -43.3% | +42.9% | +2.0% |
| 3Y | +23.3% | -8.5% | +31.9% | +21.3% |
| 5Y | -18.9% | -72.7% | +53.9% | -17.8% |
| All | +14.6% | -43.2% | +57.8% | +1.0% |
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 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