+3,127.1%
MU vs CHWY
-42.4%
+3,169.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -10.8% | +13.6% | +4.5% |
| 7D | +7.5% | -14.1% | +21.6% | +10.1% |
| 30D | +19.4% | -8.1% | +27.5% | +20.6% |
| 3M | +9.8% | +1.7% | +8.1% | +8.0% |
| 6M | +164.1% | -20.7% | +184.8% | +169.5% |
| YTD | +260.3% | -37.2% | +297.5% | +283.5% |
| 1Y | +661.2% | -50.7% | +711.9% | +742.9% |
| 3Y | +1,380.8% | -9.7% | +1,390.6% | +1,300.3% |
| 5Y | +1,346.4% | -72.9% | +1,419.3% | +1,504.8% |
| All | +3,127.1% | -42.4% | +3,169.5% | +2,490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling