+79.7%
MNST vs CHWY
-72.6%
+152.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -2.2% | -12.0% | +9.8% | -1.1% |
| 30D | -5.4% | -6.2% | +0.8% | -4.8% |
| 3M | -5.5% | +5.5% | -11.0% | -6.2% |
| 6M | +12.4% | -17.8% | +30.1% | +13.8% |
| YTD | +12.4% | -36.2% | +48.6% | +16.5% |
| 1Y | +37.2% | -40.0% | +77.1% | +42.8% |
| 3Y | +52.9% | -8.3% | +61.2% | +48.8% |
| 5Y | +79.7% | -71.9% | +151.6% | +75.2% |
| All | +79.7% | -72.6% | +152.3% | +75.2% |
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 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