+445.3%
MP vs CHWY
-53.5%
+498.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.7% |
| 7D | -2.9% | +1.7% | -4.6% | -3.3% |
| 30D | +13.8% | -1.5% | +15.4% | +13.9% |
| 3M | -16.7% | +13.6% | -30.3% | -20.5% |
| 6M | -11.5% | -7.3% | -4.2% | -11.2% |
| YTD | +7.9% | -28.4% | +36.3% | +15.9% |
| 1Y | -15.0% | -42.5% | +27.5% | -4.0% |
| 3Y | +153.5% | -4.1% | +157.6% | +132.5% |
| 5Y | +58.7% | -69.2% | +127.8% | +86.9% |
| All | +445.3% | -53.5% | +498.8% | +583.2% |
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 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