+919.6%
MPWR vs CHWY
-35.4%
+955.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -0.6% | -1.9% | +1.3% | -0.1% |
| 30D | -13.1% | -1.1% | -12.0% | -13.1% |
| 3M | -21.7% | +15.5% | -37.2% | -25.8% |
| 6M | +19.5% | -8.5% | +28.0% | +19.7% |
| YTD | +34.9% | -29.6% | +64.5% | +44.9% |
| 1Y | +42.0% | -44.1% | +86.1% | +61.3% |
| 3Y | +148.8% | +1.2% | +147.6% | +120.3% |
| 5Y | +156.8% | -69.4% | +226.2% | +194.8% |
| All | +919.6% | -35.4% | +955.0% | +705.6% |
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 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