+2,962.2%
MU vs CHWY
-43.2%
+3,005.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.3% |
| 7D | -4.1% | -13.6% | +9.5% | -1.9% |
| 30D | +7.0% | -8.5% | +15.6% | +8.2% |
| 3M | -2.1% | +8.9% | -11.0% | -4.8% |
| 6M | +133.1% | -20.5% | +153.5% | +137.6% |
| YTD | +241.9% | -38.2% | +280.1% | +264.8% |
| 1Y | +548.8% | -43.3% | +592.0% | +601.1% |
| 3Y | +1,308.2% | -8.5% | +1,316.7% | +1,226.8% |
| 5Y | +1,260.7% | -72.7% | +1,333.5% | +1,407.0% |
| All | +2,962.2% | -43.2% | +3,005.5% | +2,363.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling