+5.4%
MOD vs CHWY
-31.4%
+36.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.2% | +27.8% |
| 7D | +40.4% | -0.2% | +40.6% | +40.3% |
| 30D | -14.0% | +8.1% | -22.1% | -12.5% |
| 3M | -33.3% | +0.3% | -33.6% | -31.7% |
| 6M | -51.4% | +4.0% | -55.4% | -50.0% |
| YTD | +1.6% | -31.9% | +33.5% | +11.2% |
| 1Y | +5.4% | -32.8% | +38.1% | +16.0% |
| All | +5.4% | -31.4% | +36.8% | +16.0% |
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 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