+54.7%
MMM vs CHWY
-35.4%
+90.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -1.6% | -1.9% | +0.3% | -1.5% |
| 30D | -8.0% | -1.1% | -6.9% | -8.0% |
| 3M | +9.4% | +15.5% | -6.1% | +7.9% |
| 6M | +10.2% | -8.5% | +18.7% | +10.5% |
| YTD | +6.1% | -29.6% | +35.7% | +8.4% |
| 1Y | +10.8% | -44.1% | +54.9% | +14.9% |
| 3Y | +104.8% | +1.2% | +103.6% | +99.6% |
| 5Y | +27.0% | -69.4% | +96.4% | +29.2% |
| All | +54.7% | -35.4% | +90.1% | +31.6% |
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