+3,847.4%
ANET vs MKC
+29.9%
+3,817.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | +3.0% | -1.5% | +4.5% | +3.2% |
| 30D | -5.2% | -3.1% | -2.1% | -4.8% |
| 3M | +27.6% | +5.2% | +22.4% | +25.8% |
| 6M | +44.4% | -12.8% | +57.2% | +47.4% |
| YTD | +52.3% | -23.3% | +75.6% | +58.8% |
| 1Y | +30.4% | -24.1% | +54.5% | +36.0% |
| 3Y | +313.3% | -32.1% | +345.4% | +335.7% |
| 5Y | +810.0% | -32.8% | +842.8% | +835.5% |
| All | +3,847.4% | +29.9% | +3,817.5% | +3,264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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