+181.4%
MNST vs CHWY
-35.4%
+216.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -4.1% | -1.9% | -2.2% | -3.9% |
| 30D | -4.5% | -1.1% | -3.4% | -4.4% |
| 3M | -2.5% | +15.5% | -17.9% | -4.0% |
| 6M | +14.1% | -8.5% | +22.6% | +14.5% |
| YTD | +12.6% | -29.6% | +42.2% | +15.7% |
| 1Y | +36.9% | -44.1% | +81.0% | +43.6% |
| 3Y | +53.1% | +1.2% | +51.9% | +47.4% |
| 5Y | +78.2% | -69.4% | +147.6% | +84.4% |
| All | +181.4% | -35.4% | +216.8% | +140.1% |
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