+84.3%
MKSI vs CHWY
-72.6%
+157.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.8% |
| 7D | +2.7% | -13.6% | +16.3% | +5.9% |
| 30D | -12.8% | -8.5% | -4.3% | -11.6% |
| 3M | -22.5% | +8.9% | -31.4% | -25.3% |
| 6M | +19.4% | -20.5% | +39.9% | +23.0% |
| YTD | +67.7% | -38.2% | +105.9% | +83.3% |
| 1Y | +131.4% | -43.3% | +174.7% | +157.2% |
| 3Y | +197.3% | -8.5% | +205.9% | +174.5% |
| All | +84.3% | -72.6% | +157.0% | +103.0% |
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 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