-33.8%
CHWY vs MLM
+147.7%
-181.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.6% |
| 7D | -1.1% | -5.8% | +4.8% | +1.1% |
| 30D | +18.7% | +9.8% | +8.9% | +14.7% |
| 3M | +3.0% | -5.2% | +8.2% | +4.9% |
| 6M | +2.9% | -10.3% | +13.2% | +6.6% |
| YTD | -30.0% | -15.5% | -14.5% | -26.0% |
| 1Y | -30.5% | -15.0% | -15.4% | -26.8% |
| 3Y | +16.0% | +17.5% | -1.5% | +7.2% |
| 5Y | -67.5% | +30.5% | -98.1% | -71.9% |
| All | -33.8% | +147.7% | -181.5% | -43.7% |
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 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