+102.4%
MRSH vs CHWY
-43.2%
+145.6%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | 0.0% |
| 7D | -4.8% | -13.6% | +8.9% | -3.7% |
| 30D | -6.3% | -8.5% | +2.2% | -5.7% |
| 3M | +5.8% | +8.9% | -3.1% | +5.0% |
| 6M | +2.8% | -20.5% | +23.3% | +4.1% |
| YTD | -3.1% | -38.2% | +35.0% | -0.1% |
| 1Y | -11.3% | -43.3% | +32.0% | -8.1% |
| 3Y | -5.0% | -8.5% | +3.6% | -7.0% |
| 5Y | +19.2% | -72.7% | +91.9% | +22.8% |
| All | +102.4% | -43.2% | +145.6% | +76.9% |
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