+199.8%
MPC vs CHWY
+13.8%
+186.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +11.2% | -0.2% | +11.4% | +11.2% |
| 30D | -14.5% | +8.1% | -22.6% | -14.6% |
| 3M | +16.7% | +0.3% | +16.4% | +16.6% |
| 6M | +67.6% | +4.0% | +63.5% | +67.2% |
| YTD | +157.9% | -31.9% | +189.8% | +160.2% |
| 1Y | +116.7% | -32.8% | +149.4% | +118.7% |
| 3Y | +199.8% | +16.0% | +183.7% | +192.4% |
| All | +199.8% | +13.8% | +186.0% | +192.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling