-32.4%
CHWY vs MLM
+143.2%
-175.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | +1.7% | -2.9% | +4.6% | +2.8% |
| 30D | -1.5% | -6.8% | +5.3% | +0.9% |
| 3M | +13.6% | -11.2% | +24.9% | +18.1% |
| 6M | -7.3% | -21.8% | +14.6% | +0.8% |
| YTD | -28.4% | -17.0% | -11.4% | -23.9% |
| 1Y | -42.5% | -16.4% | -26.2% | -39.2% |
| 3Y | -4.1% | +14.5% | -18.6% | -10.6% |
| 5Y | -69.2% | +41.7% | -110.9% | -73.3% |
| All | -32.4% | +143.2% | -175.6% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling