+791.3%
ANET vs MKC
-33.0%
+824.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.7% |
| 7D | +3.0% | -1.5% | +4.5% | +2.8% |
| 30D | -5.2% | -3.1% | -2.1% | -5.5% |
| 3M | +27.6% | +5.2% | +22.4% | +28.5% |
| 6M | +44.4% | -12.8% | +57.2% | +43.9% |
| YTD | +52.3% | -23.3% | +75.6% | +51.0% |
| 1Y | +30.4% | -24.1% | +54.5% | +29.4% |
| 3Y | +313.3% | -32.1% | +345.4% | +314.8% |
| All | +791.3% | -33.0% | +824.3% | +740.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling