+30.0%
MGY vs CHWY
-11.7%
+41.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | +3.5% | -13.6% | +17.2% | +3.8% |
| 30D | +5.3% | -8.5% | +13.8% | +5.4% |
| 3M | +2.6% | +8.9% | -6.3% | +2.0% |
| 6M | -3.3% | -20.5% | +17.2% | -2.7% |
| YTD | +29.2% | -38.2% | +67.4% | +31.7% |
| 1Y | +18.0% | -43.3% | +61.3% | +20.9% |
| 3Y | +30.0% | -8.5% | +38.6% | +24.9% |
| All | +30.0% | -11.7% | +41.7% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling