+149.0%
MPWR vs CHWY
-72.6%
+221.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | -2.3% | -12.0% | +9.7% | +1.0% |
| 30D | -15.4% | -6.2% | -9.2% | -14.4% |
| 3M | -19.4% | +5.5% | -24.9% | -21.8% |
| 6M | +12.7% | -17.8% | +30.5% | +16.1% |
| YTD | +31.3% | -36.2% | +67.5% | +44.9% |
| 1Y | +39.7% | -40.0% | +79.6% | +56.0% |
| 3Y | +142.2% | -8.3% | +150.5% | +118.3% |
| 5Y | +149.0% | -71.9% | +220.9% | +178.2% |
| All | +149.0% | -72.6% | +221.6% | +178.2% |
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