+175.1%
MPC vs CHWY
-10.4%
+185.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.8% | +11.2% | +0.5% |
| 7D | +3.2% | -14.1% | +17.4% | +3.4% |
| 30D | +25.0% | -8.1% | +33.2% | +25.1% |
| 3M | +55.2% | +1.7% | +53.4% | +54.9% |
| 6M | +86.4% | -20.7% | +107.0% | +86.9% |
| YTD | +148.5% | -37.2% | +185.7% | +150.8% |
| 1Y | +121.7% | -50.7% | +172.4% | +126.0% |
| All | +175.1% | -10.4% | +185.4% | +167.6% |
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