+38.1%
MNST vs CHWY
-42.5%
+80.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -6.5% | +1.7% | -8.2% | -6.6% |
| 30D | -7.2% | -1.5% | -5.7% | -7.2% |
| 3M | -1.0% | +13.6% | -14.7% | -2.0% |
| 6M | +11.5% | -7.3% | +18.7% | +11.5% |
| YTD | +14.3% | -28.4% | +42.7% | +16.8% |
| 1Y | +38.1% | -42.5% | +80.6% | +42.8% |
| All | +38.1% | -42.5% | +80.6% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling