+152.3%
MET vs CHWY
-41.4%
+193.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.0% |
| 7D | -2.5% | -12.0% | +9.6% | -1.6% |
| 30D | 0.0% | -6.2% | +6.2% | +0.3% |
| 3M | +13.1% | +5.5% | +7.6% | +12.3% |
| 6M | +39.0% | -17.8% | +56.8% | +40.4% |
| YTD | +25.2% | -36.2% | +61.4% | +28.6% |
| 1Y | +25.6% | -40.0% | +65.6% | +29.4% |
| 3Y | +67.1% | -8.3% | +75.4% | +64.5% |
| 5Y | +85.1% | -71.9% | +157.0% | +89.4% |
| All | +152.3% | -41.4% | +193.8% | +93.6% |
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