+309.8%
MOD vs CHWY
-0.4%
+310.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.9% |
| 7D | +6.3% | -1.9% | +8.2% | +6.6% |
| 30D | -1.7% | -1.1% | -0.6% | -1.7% |
| 3M | -30.1% | +15.5% | -45.6% | -32.4% |
| 6M | +2.7% | -8.5% | +11.2% | +3.3% |
| YTD | +44.1% | -29.6% | +73.7% | +51.9% |
| 1Y | +38.7% | -44.1% | +82.8% | +51.7% |
| 3Y | +309.8% | +1.2% | +308.6% | +311.6% |
| All | +309.8% | -0.4% | +310.2% | +311.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling