+161.4%
MTZ vs CHWY
-72.6%
+234.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.7% |
| 7D | 0.0% | -12.0% | +12.0% | +1.6% |
| 30D | -14.8% | -6.2% | -8.6% | -14.4% |
| 3M | -30.8% | +5.5% | -36.3% | -31.9% |
| 6M | -22.6% | -17.8% | -4.8% | -21.4% |
| YTD | +6.8% | -36.2% | +43.0% | +12.4% |
| 1Y | +22.1% | -40.0% | +62.1% | +29.4% |
| 3Y | +153.1% | -8.3% | +161.4% | +144.6% |
| 5Y | +161.4% | -71.9% | +233.3% | +164.6% |
| All | +161.4% | -72.6% | +234.0% | +164.6% |
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 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