+5,706.3%
ANET vs MDLZ
+113.7%
+5,592.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.6% |
| 7D | +3.0% | +1.9% | +1.1% | +2.4% |
| 30D | -5.2% | +0.4% | -5.6% | -5.5% |
| 3M | +27.6% | -0.6% | +28.2% | +26.7% |
| 6M | +44.4% | +14.7% | +29.7% | +35.4% |
| YTD | +52.3% | +18.0% | +34.3% | +40.6% |
| 1Y | +30.4% | +4.1% | +26.3% | +25.8% |
| 3Y | +313.3% | -4.6% | +317.8% | +299.0% |
| 5Y | +810.0% | +18.4% | +791.7% | +670.6% |
| 10Y | +3,903.8% | +88.0% | +3,815.8% | +2,629.8% |
| All | +5,706.3% | +113.7% | +5,592.6% | +3,731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling