+364.9%
MXL vs CHWY
-43.1%
+408.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.0% | +10.6% | +7.4% |
| 7D | +18.9% | -13.6% | +32.5% | +18.4% |
| 30D | +0.3% | -8.5% | +8.9% | 0.0% |
| 3M | -8.0% | +8.9% | -16.9% | -10.5% |
| 6M | +341.2% | -20.5% | +361.7% | +378.5% |
| YTD | +327.8% | -38.2% | +366.0% | +392.5% |
| 1Y | +364.9% | -43.3% | +408.2% | +448.5% |
| All | +364.9% | -43.1% | +408.0% | +448.5% |
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