+119.6%
MPC vs CHWY
-43.2%
+162.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -1.6% |
| 7D | +1.2% | -12.0% | +13.2% | +0.1% |
| 30D | +17.0% | -6.2% | +23.2% | +16.4% |
| 3M | +49.5% | +5.5% | +44.0% | +50.2% |
| 6M | +83.5% | -17.8% | +101.3% | +80.6% |
| YTD | +144.1% | -36.2% | +180.3% | +132.8% |
| 1Y | +119.6% | -40.0% | +159.6% | +109.8% |
| All | +119.6% | -43.2% | +162.8% | +109.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling