+5,639.3%
ANET vs MCD
+263.6%
+5,375.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | +15.5% | -1.6% | +17.2% | +16.3% |
| 30D | +1.0% | +14.1% | -13.2% | -4.8% |
| 3M | -3.1% | +0.6% | -3.7% | -3.9% |
| 6M | +40.2% | 0.0% | +40.2% | +38.3% |
| YTD | +50.6% | -9.3% | +59.8% | +54.7% |
| 1Y | +51.4% | -9.3% | +60.7% | +55.1% |
| 3Y | +275.3% | +8.6% | +266.7% | +237.7% |
| 5Y | +500.3% | +21.9% | +478.4% | +402.8% |
| 10Y | +3,564.1% | +202.8% | +3,361.3% | +1,792.5% |
| All | +5,639.3% | +263.6% | +5,375.7% | +2,930.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling