+3,770.2%
ANET vs MLM
+203.1%
+3,567.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.3% |
| 7D | +3.7% | -2.7% | +6.4% | +4.9% |
| 30D | +0.7% | -8.3% | +9.1% | +4.5% |
| 3M | +26.8% | -12.0% | +38.8% | +32.8% |
| 6M | +40.7% | -17.6% | +58.3% | +51.4% |
| YTD | +47.2% | -18.9% | +66.1% | +59.1% |
| 1Y | +36.0% | -17.6% | +53.6% | +45.8% |
| 3Y | +292.8% | +16.8% | +276.0% | +259.9% |
| 5Y | +761.9% | +41.0% | +720.9% | +624.4% |
| 10Y | +3,770.2% | +209.3% | +3,560.9% | +2,263.6% |
| All | +3,770.2% | +203.1% | +3,567.2% | +2,263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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