+291.3%
ANET vs MMM
+97.7%
+193.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -1.3% | -3.2% | +2.0% | -0.1% |
| 30D | -4.5% | -10.7% | +6.2% | -0.7% |
| 3M | +24.5% | +4.3% | +20.2% | +22.6% |
| 6M | +35.4% | +5.9% | +29.5% | +32.2% |
| YTD | +44.2% | +3.2% | +41.1% | +41.7% |
| 1Y | +25.4% | +8.0% | +17.4% | +20.6% |
| All | +291.3% | +97.7% | +193.6% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 3y: compounded portfolio wealth divided by compounded MMM 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…
3y analysis · Full analysis span regression · 6 months rolling