+908.4%
MPC vs CHWY
-34.3%
+942.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | +5.4% | +1.7% | +3.7% | +5.4% |
| 30D | +31.0% | -1.5% | +32.5% | +31.0% |
| 3M | +46.0% | +13.6% | +32.4% | +45.4% |
| 6M | +77.3% | -7.3% | +84.6% | +77.3% |
| YTD | +141.9% | -28.4% | +170.3% | +143.8% |
| 1Y | +120.9% | -42.5% | +163.4% | +124.1% |
| 3Y | +182.7% | -4.1% | +186.8% | +180.1% |
| 5Y | +646.4% | -69.2% | +715.6% | +642.9% |
| All | +908.4% | -34.3% | +942.7% | +755.7% |
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