+933.0%
MPWR vs CHWY
-43.2%
+976.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +4.9% |
| 7D | +0.9% | -13.6% | +14.5% | +4.7% |
| 30D | -13.4% | -8.5% | -4.8% | -11.8% |
| 3M | -22.2% | +8.9% | -31.1% | -25.1% |
| 6M | +15.7% | -20.5% | +36.1% | +20.1% |
| YTD | +36.7% | -38.2% | +74.8% | +51.7% |
| 1Y | +47.9% | -43.3% | +91.2% | +67.4% |
| 3Y | +159.7% | -8.5% | +168.2% | +135.4% |
| 5Y | +159.1% | -72.7% | +231.9% | +206.4% |
| All | +933.0% | -43.2% | +976.2% | +743.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling