-74.8%
MTUM vs CHWY
-31.6%
-43.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.1% | -1.7% | -75.3% | -77.0% |
| 7D | -79.0% | +10.4% | -89.4% | -78.9% |
| 30D | -80.7% | +26.8% | -107.5% | -80.6% |
| 3M | -79.8% | -4.3% | -75.5% | -79.6% |
| 6M | -78.4% | -6.3% | -72.2% | -77.9% |
| YTD | -74.9% | -30.4% | -44.5% | -73.3% |
| 1Y | -74.8% | -30.5% | -44.4% | -73.1% |
| All | -74.8% | -31.6% | -43.2% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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