+1,504.6%
MOD vs CHWY
-72.7%
+1,577.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.8% | +7.5% | -1.6% |
| 7D | +3.6% | -14.1% | +17.7% | +6.0% |
| 30D | -2.6% | -8.1% | +5.5% | -1.6% |
| 3M | -33.1% | +1.7% | -34.9% | -34.0% |
| 6M | -7.5% | -20.7% | +13.1% | -5.2% |
| YTD | +39.3% | -37.2% | +76.5% | +48.2% |
| 1Y | +34.3% | -50.7% | +85.0% | +47.8% |
| 3Y | +296.2% | -9.7% | +305.9% | +281.9% |
| 5Y | +1,504.6% | -72.9% | +1,577.5% | +1,416.1% |
| All | +1,504.6% | -72.7% | +1,577.3% | +1,416.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling