+408.4%
MTZ vs CHWY
-35.4%
+443.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.0% |
| 7D | +3.6% | -1.9% | +5.4% | +3.8% |
| 30D | -9.6% | -1.1% | -8.5% | -9.7% |
| 3M | -31.9% | +15.5% | -47.4% | -33.5% |
| 6M | -13.8% | -8.5% | -5.3% | -13.7% |
| YTD | +13.3% | -29.6% | +42.8% | +17.0% |
| 1Y | +39.3% | -44.1% | +83.4% | +47.3% |
| 3Y | +168.3% | +1.2% | +167.1% | +158.2% |
| 5Y | +166.4% | -69.4% | +235.8% | +174.6% |
| All | +408.4% | -35.4% | +443.8% | +336.9% |
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