+3,847.4%
ANET vs MCD
+180.5%
+3,666.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.5% |
| 30D | -5.2% | -7.8% | +2.6% | -2.0% |
| 3M | +27.6% | -10.7% | +38.3% | +33.1% |
| 6M | +44.4% | -21.3% | +65.7% | +59.2% |
| YTD | +52.3% | -15.8% | +68.1% | +62.1% |
| 1Y | +30.4% | -16.0% | +46.4% | +38.1% |
| 3Y | +313.3% | -3.0% | +316.2% | +293.1% |
| 5Y | +810.0% | +18.6% | +791.4% | +663.4% |
| All | +3,847.4% | +180.5% | +3,666.9% | +2,171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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