+1.7%
CHWY vs MULL
-18.3%
+20.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +5.4% | -16.2% | -10.3% |
| 7D | -14.1% | +14.8% | -28.9% | -13.0% |
| 30D | -8.1% | +36.6% | -44.7% | -5.2% |
| 3M | +1.7% | -8.9% | +10.6% | +4.7% |
| All | +1.7% | -18.3% | +20.0% | +4.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling