+5,397.9%
ANET vs MTB
+171.3%
+5,226.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.2% |
| 7D | -1.3% | -0.4% | -0.8% | -1.1% |
| 30D | -4.5% | -4.6% | +0.1% | -2.9% |
| 3M | +24.5% | +7.4% | +17.1% | +21.3% |
| 6M | +35.4% | +18.7% | +16.7% | +27.3% |
| YTD | +44.2% | +21.1% | +23.2% | +34.2% |
| 1Y | +25.4% | +24.1% | +1.3% | +15.3% |
| 3Y | +284.8% | +115.3% | +169.4% | +189.9% |
| 5Y | +761.7% | +106.0% | +655.7% | +541.5% |
| 10Y | +3,691.2% | +171.6% | +3,519.6% | +2,108.3% |
| All | +5,397.9% | +171.3% | +5,226.6% | +3,257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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