+5,706.3%
ANET vs MTZ
+624.3%
+5,081.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.5% | +2.1% | +4.5% |
| 7D | +3.0% | +1.4% | +1.6% | +2.6% |
| 30D | -5.2% | -14.5% | +9.3% | -0.5% |
| 3M | +27.6% | -32.9% | +60.6% | +43.0% |
| 6M | +44.4% | -20.8% | +65.2% | +52.9% |
| YTD | +52.3% | +10.6% | +41.7% | +45.0% |
| 1Y | +30.4% | +27.1% | +3.3% | +18.7% |
| 3Y | +313.3% | +166.1% | +147.1% | +207.4% |
| 5Y | +810.0% | +170.7% | +639.3% | +558.1% |
| 10Y | +3,903.8% | +752.2% | +3,151.6% | +1,910.4% |
| All | +5,706.3% | +624.3% | +5,081.9% | +2,935.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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