+907.9%
MOD vs CHWY
-37.4%
+945.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.2% | +27.9% |
| 7D | +40.4% | -0.2% | +40.6% | +40.5% |
| 30D | -14.0% | +8.1% | -22.1% | -15.2% |
| 3M | -33.3% | +0.3% | -33.6% | -33.9% |
| 6M | -51.4% | +4.0% | -55.4% | -52.4% |
| YTD | +1.6% | -31.9% | +33.5% | +5.1% |
| 1Y | +5.4% | -32.8% | +38.1% | +9.1% |
| 3Y | +191.0% | +16.0% | +175.0% | +173.1% |
| 5Y | +1,093.1% | -70.7% | +1,163.9% | +1,117.4% |
| All | +907.9% | -37.4% | +945.3% | +740.0% |
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