+396.5%
MTZ vs CHWY
-43.2%
+439.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +3.9% |
| 7D | +1.4% | -13.6% | +15.0% | +3.0% |
| 30D | -14.5% | -8.5% | -5.9% | -13.8% |
| 3M | -32.9% | +8.9% | -41.8% | -34.1% |
| 6M | -20.8% | -20.5% | -0.4% | -19.5% |
| YTD | +10.6% | -38.2% | +48.8% | +15.9% |
| 1Y | +27.1% | -43.3% | +70.3% | +34.4% |
| 3Y | +166.1% | -8.5% | +174.7% | +158.9% |
| 5Y | +170.7% | -72.7% | +243.4% | +182.7% |
| All | +396.5% | -43.2% | +439.7% | +332.8% |
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