-36.0%
CHWY vs MULL
+2,366.2%
-2,402.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.3% | +10.9% | +1.6% |
| 7D | -12.0% | +3.6% | -15.6% | -12.1% |
| 30D | -6.2% | +22.0% | -28.2% | -6.5% |
| 3M | +5.5% | -8.6% | +14.1% | +4.1% |
| 6M | -17.8% | +248.5% | -266.3% | -25.4% |
| YTD | -36.2% | +516.3% | -552.5% | -44.9% |
| 1Y | -40.0% | +2,036.6% | -2,076.6% | -53.9% |
| All | -36.0% | +2,366.2% | -2,402.2% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling