+685.1%
MPC vs CHWY
-73.0%
+758.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.8% | +11.2% | +0.7% |
| 7D | +3.2% | -14.1% | +17.4% | +3.7% |
| 30D | +25.0% | -8.1% | +33.2% | +25.3% |
| 3M | +55.2% | +1.7% | +53.4% | +54.8% |
| 6M | +86.4% | -20.7% | +107.0% | +87.4% |
| YTD | +148.5% | -37.2% | +185.7% | +151.9% |
| 1Y | +121.7% | -50.7% | +172.4% | +126.9% |
| 3Y | +172.9% | -9.7% | +182.6% | +170.0% |
| All | +685.1% | -73.0% | +758.2% | +654.3% |
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