-72.2%
CHWY vs MUB
+1.2%
-73.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.9% |
| 7D | -13.6% | -0.8% | -12.8% | -12.2% |
| 30D | -8.5% | -2.4% | -6.2% | -4.2% |
| 3M | +8.9% | -2.8% | +11.7% | +15.2% |
| 6M | -20.5% | -2.2% | -18.2% | -16.7% |
| YTD | -38.2% | -1.6% | -36.6% | -36.0% |
| 1Y | -43.3% | 0.0% | -43.3% | -42.8% |
| 3Y | -8.5% | +7.9% | -16.4% | -21.3% |
| All | -72.2% | +1.2% | -73.4% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 5y: compounded portfolio wealth divided by compounded MUB 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…
5y analysis · Full analysis span regression · 6 months rolling