+3,847.4%
ANET vs MTUM
+357.8%
+3,489.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +4.1% |
| 7D | +3.0% | +0.7% | +2.3% | +2.2% |
| 30D | -5.2% | -2.4% | -2.7% | -2.2% |
| 3M | +27.6% | -3.6% | +31.3% | +34.0% |
| 6M | +44.4% | +23.7% | +20.7% | +11.3% |
| YTD | +52.3% | +22.9% | +29.4% | +18.8% |
| 1Y | +30.4% | +21.8% | +8.7% | +3.3% |
| 3Y | +313.3% | +114.4% | +198.8% | +82.1% |
| 5Y | +810.0% | +79.6% | +730.5% | +389.6% |
| All | +3,847.4% | +357.8% | +3,489.6% | +562.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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