+1,346.2%
MOD vs CHWY
-34.3%
+1,380.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | +9.6% | +1.7% | +7.9% | +9.3% |
| 30D | 0.0% | -1.5% | +1.6% | +0.1% |
| 3M | -35.4% | +13.6% | -49.0% | -36.9% |
| 6M | -7.3% | -7.3% | 0.0% | -7.2% |
| YTD | +45.8% | -28.4% | +74.2% | +50.8% |
| 1Y | +43.1% | -42.5% | +85.7% | +51.6% |
| 3Y | +297.7% | -4.1% | +301.8% | +283.9% |
| 5Y | +1,478.8% | -69.2% | +1,547.9% | +1,508.8% |
| All | +1,346.2% | -34.3% | +1,380.5% | +1,105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling