-30.7%
CHWY vs MULL
+444.9%
-475.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -13.8% | +19.9% | +5.4% |
| 7D | +13.4% | -35.9% | +49.3% | +11.3% |
| 30D | +28.4% | -47.3% | +75.8% | +25.6% |
| 3M | -2.9% | -30.6% | +27.7% | -4.0% |
| 6M | -4.7% | +13.7% | -18.4% | -7.6% |
| YTD | -29.2% | +272.1% | -301.3% | -35.3% |
| 1Y | -30.7% | +475.1% | -505.8% | -37.5% |
| All | -30.7% | +444.9% | -475.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling