+313.3%
ANET vs MTUM
+114.7%
+198.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +3.8% |
| 7D | +3.0% | +0.7% | +2.3% | +2.0% |
| 30D | -5.2% | -2.4% | -2.7% | -1.7% |
| 3M | +27.6% | -3.6% | +31.3% | +34.5% |
| 6M | +44.4% | +23.7% | +20.7% | +1.4% |
| YTD | +52.3% | +22.9% | +29.4% | +8.3% |
| 1Y | +30.4% | +21.8% | +8.7% | -5.6% |
| 3Y | +313.3% | +114.4% | +198.8% | +34.9% |
| All | +313.3% | +114.7% | +198.5% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling