+1.2%
CHWY vs MLM
+19.3%
-18.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -1.9% | +1.4% | -3.3% | -2.4% |
| 30D | -1.1% | -6.5% | +5.4% | +1.5% |
| 3M | +15.5% | -7.4% | +22.9% | +18.2% |
| 6M | -8.5% | -15.8% | +7.3% | -2.7% |
| YTD | -29.6% | -17.4% | -12.2% | -24.7% |
| 1Y | -44.1% | -17.9% | -26.2% | -40.2% |
| 3Y | +1.2% | +18.9% | -17.7% | -12.1% |
| All | +1.2% | +19.3% | -18.1% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling