+192.8%
MGY vs CHWY
-43.2%
+236.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.3% |
| 7D | +3.5% | -13.6% | +17.2% | +4.3% |
| 30D | +5.3% | -8.5% | +13.8% | +5.7% |
| 3M | +2.6% | +8.9% | -6.3% | +1.8% |
| 6M | -3.3% | -20.5% | +17.2% | -2.5% |
| YTD | +29.2% | -38.2% | +67.4% | +32.2% |
| 1Y | +18.0% | -43.3% | +61.3% | +21.3% |
| 3Y | +30.0% | -8.5% | +38.6% | +27.1% |
| 5Y | +92.7% | -72.7% | +165.4% | +94.0% |
| All | +192.8% | -43.2% | +236.0% | +151.8% |
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