+313.3%
ANET vs MGY
+25.2%
+288.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +3.0% | +3.5% | -0.5% | +2.0% |
| 30D | -5.2% | +5.3% | -10.5% | -6.7% |
| 3M | +27.6% | +2.6% | +25.0% | +26.2% |
| 6M | +44.4% | -3.3% | +47.7% | +44.7% |
| YTD | +52.3% | +29.2% | +23.1% | +37.2% |
| 1Y | +30.4% | +18.0% | +12.4% | +21.1% |
| 3Y | +313.3% | +30.0% | +283.2% | +270.6% |
| All | +313.3% | +25.2% | +288.1% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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