-17.8%
CHWY vs MULL
+265.1%
-282.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.3% | +10.9% | +1.0% |
| 7D | -12.0% | +3.6% | -15.6% | -11.7% |
| 30D | -6.2% | +22.0% | -28.2% | -4.9% |
| 3M | +5.5% | -8.6% | +14.1% | +6.3% |
| 6M | -17.8% | +248.5% | -266.3% | -13.9% |
| All | -17.8% | +265.1% | -282.9% | -13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling