+323.1%
MRVL vs CHWY
-11.7%
+334.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.1% | +4.5% |
| 7D | +5.6% | -13.6% | +19.2% | +7.8% |
| 30D | +8.8% | -8.5% | +17.3% | +9.7% |
| 3M | -15.9% | +8.9% | -24.8% | -18.1% |
| 6M | +161.3% | -20.5% | +181.7% | +168.6% |
| YTD | +178.2% | -38.2% | +216.4% | +201.5% |
| 1Y | +255.3% | -43.3% | +298.6% | +290.5% |
| 3Y | +323.1% | -8.5% | +331.7% | +351.6% |
| All | +323.1% | -11.7% | +334.8% | +351.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling