+51.8%
MNST vs CHWY
-8.9%
+60.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -2.2% | -12.0% | +9.8% | -1.3% |
| 30D | -5.4% | -6.2% | +0.8% | -4.9% |
| 3M | -5.5% | +5.5% | -11.0% | -6.0% |
| 6M | +12.4% | -17.8% | +30.1% | +13.5% |
| YTD | +12.4% | -36.2% | +48.6% | +15.6% |
| 1Y | +37.2% | -40.0% | +77.1% | +41.6% |
| All | +51.8% | -8.9% | +60.7% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling