+2,029.7%
ANET vs MGY
+210.4%
+1,819.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +3.0% | +3.5% | -0.5% | +2.4% |
| 30D | -5.2% | +5.3% | -10.5% | -6.1% |
| 3M | +27.6% | +2.6% | +25.0% | +26.5% |
| 6M | +44.4% | -3.3% | +47.7% | +44.3% |
| YTD | +52.3% | +29.2% | +23.1% | +44.2% |
| 1Y | +30.4% | +18.0% | +12.4% | +25.3% |
| 3Y | +313.3% | +30.0% | +283.2% | +287.9% |
| 5Y | +810.0% | +92.7% | +717.3% | +688.3% |
| All | +2,029.7% | +210.4% | +1,819.3% | +1,651.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling