+134.0%
MO vs CHWY
-43.2%
+177.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.3% |
| 7D | +0.1% | -13.6% | +13.8% | +0.3% |
| 30D | +7.1% | -8.5% | +15.7% | +7.2% |
| 3M | -2.0% | +8.9% | -10.9% | -2.0% |
| 6M | +7.3% | -20.5% | +27.8% | +7.4% |
| YTD | +23.5% | -38.2% | +61.6% | +23.8% |
| 1Y | +11.0% | -43.3% | +54.3% | +11.4% |
| 3Y | +95.0% | -8.5% | +103.5% | +94.3% |
| 5Y | +100.6% | -72.7% | +173.4% | +101.2% |
| All | +134.0% | -43.2% | +177.2% | +104.1% |
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