+5,621.6%
ANET vs MLM
+352.4%
+5,269.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.6% |
| 7D | +10.2% | -5.8% | +16.0% | +13.2% |
| 30D | -6.7% | +9.8% | -16.6% | -10.7% |
| 3M | -0.6% | -5.2% | +4.6% | +1.3% |
| 6M | +44.2% | -10.3% | +54.4% | +48.8% |
| YTD | +50.1% | -15.5% | +65.6% | +58.5% |
| 1Y | +45.8% | -15.0% | +60.8% | +53.7% |
| 3Y | +280.4% | +17.5% | +262.9% | +248.2% |
| 5Y | +503.5% | +30.5% | +473.0% | +422.9% |
| 10Y | +3,552.8% | +145.5% | +3,407.3% | +2,224.7% |
| All | +5,621.6% | +352.4% | +5,269.2% | +2,850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling