+18.3%
MOD vs CHWY
-43.2%
+61.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.6% |
| 7D | -3.9% | -12.0% | +8.1% | -4.2% |
| 30D | -9.6% | -6.2% | -3.4% | -9.6% |
| 3M | -30.6% | +5.5% | -36.1% | -31.0% |
| 6M | -10.9% | -17.8% | +6.8% | -9.1% |
| YTD | +34.3% | -36.2% | +70.5% | +38.0% |
| 1Y | +18.3% | -40.0% | +58.3% | +21.6% |
| All | +18.3% | -43.2% | +61.5% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling