+1,231.8%
MOD vs CHWY
-41.4%
+1,273.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.8% |
| 7D | -3.9% | -12.0% | +8.1% | -2.4% |
| 30D | -9.6% | -6.2% | -3.4% | -9.1% |
| 3M | -30.6% | +5.5% | -36.1% | -31.7% |
| 6M | -10.9% | -17.8% | +6.8% | -9.6% |
| YTD | +34.3% | -36.2% | +70.5% | +40.9% |
| 1Y | +18.3% | -40.0% | +58.3% | +24.9% |
| 3Y | +281.9% | -8.3% | +290.2% | +270.9% |
| 5Y | +1,486.4% | -71.9% | +1,558.3% | +1,537.2% |
| All | +1,231.8% | -41.4% | +1,273.2% | +1,026.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling