+3,847.4%
ANET vs MDLZ
+86.5%
+3,760.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.6% |
| 7D | +3.0% | +1.9% | +1.1% | +2.5% |
| 30D | -5.2% | +0.4% | -5.6% | -5.4% |
| 3M | +27.6% | -0.6% | +28.2% | +26.8% |
| 6M | +44.4% | +14.7% | +29.7% | +35.7% |
| YTD | +52.3% | +18.0% | +34.3% | +41.0% |
| 1Y | +30.4% | +4.1% | +26.3% | +26.1% |
| 3Y | +313.3% | -4.6% | +317.8% | +299.8% |
| 5Y | +810.0% | +18.4% | +791.7% | +659.6% |
| All | +3,847.4% | +86.5% | +3,760.9% | +2,604.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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