-40.7%
CHWY vs MLM
+137.7%
-178.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.8% | -9.1% | -10.2% |
| 7D | -14.1% | -2.7% | -11.4% | -13.2% |
| 30D | -8.1% | -8.3% | +0.2% | -5.3% |
| 3M | +1.7% | -12.0% | +13.7% | +6.1% |
| 6M | -20.7% | -17.6% | -3.0% | -15.2% |
| YTD | -37.2% | -18.9% | -18.3% | -32.7% |
| 1Y | -50.7% | -17.6% | -33.1% | -47.5% |
| 3Y | -9.7% | +16.8% | -26.5% | -16.3% |
| 5Y | -72.9% | +41.0% | -113.9% | -76.4% |
| All | -40.7% | +137.7% | -178.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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