+292.1%
MKSI vs CHWY
-43.2%
+335.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.2% |
| 6M | +19.4% | -20.5% | +39.9% | +22.9% |
| YTD | +67.7% | -38.2% | +105.9% | +82.8% |
| 1Y | +131.4% | -43.3% | +174.7% | +156.3% |
| 3Y | +197.3% | -8.5% | +205.9% | +175.5% |
| 5Y | +87.0% | -72.7% | +159.7% | +114.2% |
| All | +292.1% | -43.2% | +335.3% | +208.2% |
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