+82.7%
MET vs CHWY
-72.6%
+155.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | -0.5% | -13.6% | +13.1% | +0.6% |
| 30D | +0.5% | -8.5% | +9.0% | +1.1% |
| 3M | +11.6% | +8.9% | +2.7% | +10.6% |
| 6M | +40.8% | -20.5% | +61.2% | +42.7% |
| YTD | +25.7% | -38.2% | +63.8% | +29.6% |
| 1Y | +24.4% | -43.3% | +67.6% | +29.0% |
| 3Y | +67.5% | -8.5% | +76.0% | +64.9% |
| All | +82.7% | -72.6% | +155.4% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling