+5,706.3%
ANET vs MCO
+522.4%
+5,183.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +4.6% |
| 7D | +3.0% | -3.8% | +6.8% | +5.5% |
| 30D | -5.2% | -0.4% | -4.8% | -5.2% |
| 3M | +27.6% | +7.7% | +19.9% | +19.9% |
| 6M | +44.4% | +7.0% | +37.4% | +35.7% |
| YTD | +52.3% | -6.4% | +58.7% | +54.1% |
| 1Y | +30.4% | -7.6% | +38.1% | +32.0% |
| 3Y | +313.3% | +43.2% | +270.0% | +209.7% |
| 5Y | +810.0% | +29.6% | +780.5% | +617.4% |
| 10Y | +3,903.8% | +389.2% | +3,514.6% | +1,083.8% |
| All | +5,706.3% | +522.4% | +5,183.8% | +1,190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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