+26.9%
MMM vs CHWY
-72.6%
+99.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.6% |
| 7D | -2.1% | -13.6% | +11.5% | -0.9% |
| 30D | -9.8% | -8.5% | -1.3% | -9.2% |
| 3M | +4.9% | +8.9% | -4.0% | +3.8% |
| 6M | +7.3% | -20.5% | +27.8% | +9.0% |
| YTD | +4.5% | -38.2% | +42.6% | +8.4% |
| 1Y | +5.4% | -43.3% | +48.6% | +9.9% |
| 3Y | +98.6% | -8.5% | +107.1% | +94.3% |
| All | +26.9% | -72.6% | +99.6% | +24.3% |
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