+548.8%
MU vs CHWY
-43.1%
+591.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.9% |
| 7D | -4.1% | -13.6% | +9.5% | -6.8% |
| 30D | +7.0% | -8.5% | +15.6% | +5.5% |
| 3M | -2.1% | +8.9% | -11.0% | -0.1% |
| 6M | +133.1% | -20.5% | +153.5% | +137.7% |
| YTD | +241.9% | -38.2% | +280.1% | +260.2% |
| 1Y | +548.8% | -43.3% | +592.0% | +586.8% |
| All | +548.8% | -43.1% | +591.8% | +586.8% |
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