+413.2%
MP vs CHWY
-58.6%
+471.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.9% |
| 7D | -4.6% | -12.0% | +7.4% | -1.5% |
| 30D | -7.1% | -6.2% | -0.9% | -5.9% |
| 3M | -4.0% | +5.5% | -9.5% | -6.8% |
| 6M | -16.7% | -17.8% | +1.1% | -13.8% |
| YTD | +1.6% | -36.2% | +37.8% | +12.3% |
| 1Y | -17.8% | -40.0% | +22.2% | -8.1% |
| 3Y | +139.6% | -8.3% | +147.9% | +121.4% |
| 5Y | +50.5% | -71.9% | +122.3% | +81.2% |
| All | +413.2% | -58.6% | +471.8% | +561.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling