+62.7%
MP vs CHWY
-72.7%
+135.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.8% | +8.9% | +0.9% |
| 7D | -0.7% | -14.1% | +13.4% | +3.1% |
| 30D | -0.7% | -8.1% | +7.5% | +1.2% |
| 3M | 0.0% | +1.7% | -1.7% | -1.8% |
| 6M | -10.0% | -20.7% | +10.7% | -5.9% |
| YTD | +7.5% | -37.2% | +44.7% | +19.2% |
| 1Y | -14.0% | -50.7% | +36.7% | +0.9% |
| 3Y | +153.5% | -9.7% | +163.2% | +135.7% |
| 5Y | +62.7% | -72.9% | +135.6% | +94.2% |
| All | +62.7% | -72.7% | +135.4% | +94.2% |
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