+299.5%
ANET vs MCD
-2.6%
+302.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.2% |
| 7D | +3.7% | -2.9% | +6.5% | +3.1% |
| 30D | +0.7% | -6.7% | +7.5% | -0.5% |
| 3M | +26.8% | -9.6% | +36.3% | +25.0% |
| 6M | +40.7% | -22.3% | +63.0% | +36.5% |
| YTD | +47.2% | -15.4% | +62.7% | +44.2% |
| 1Y | +36.0% | -16.8% | +52.8% | +33.5% |
| All | +299.5% | -2.6% | +302.0% | +287.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling