+5,537.2%
ANET vs MLM
+344.3%
+5,192.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.7% |
| 7D | -0.8% | -2.9% | +2.1% | +0.4% |
| 30D | -1.8% | -6.8% | +5.0% | +1.1% |
| 3M | +16.7% | -11.2% | +28.0% | +21.6% |
| 6M | +43.7% | -21.8% | +65.6% | +57.9% |
| YTD | +47.9% | -17.0% | +64.9% | +57.8% |
| 1Y | +37.3% | -16.4% | +53.6% | +45.9% |
| 3Y | +292.7% | +14.5% | +278.3% | +264.2% |
| 5Y | +753.8% | +41.7% | +712.1% | +620.7% |
| 10Y | +3,730.1% | +200.0% | +3,530.1% | +2,172.1% |
| All | +5,537.2% | +344.3% | +5,192.9% | +2,838.0% |
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