+114.4%
MTUM vs CHWY
-11.7%
+126.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.5% |
| 7D | +0.7% | -13.6% | +14.3% | +1.8% |
| 30D | -2.4% | -8.5% | +6.1% | -1.9% |
| 3M | -3.6% | +8.9% | -12.5% | -4.9% |
| 6M | +23.7% | -20.5% | +44.1% | +25.6% |
| YTD | +22.9% | -38.2% | +61.1% | +28.0% |
| 1Y | +21.8% | -43.3% | +65.0% | +27.7% |
| 3Y | +114.4% | -8.5% | +123.0% | +120.4% |
| All | +114.4% | -11.7% | +126.2% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling