+40.4%
MXL vs CHWY
-72.6%
+113.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.0% | +10.6% | +8.3% |
| 7D | +18.9% | -13.6% | +32.5% | +22.6% |
| 30D | +0.3% | -8.5% | +8.9% | +1.6% |
| 3M | -8.0% | +8.9% | -16.9% | -12.2% |
| 6M | +341.2% | -20.5% | +361.7% | +355.8% |
| YTD | +327.8% | -38.2% | +366.0% | +372.3% |
| 1Y | +364.9% | -43.3% | +408.2% | +423.4% |
| 3Y | +229.2% | -8.5% | +237.8% | +202.1% |
| All | +40.4% | -72.6% | +113.1% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling