+91.1%
ANET vs MULL
+2,366.2%
-2,275.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.3% | +7.3% | -0.4% |
| 7D | -1.3% | +3.6% | -4.9% | -2.1% |
| 30D | -4.5% | +22.0% | -26.5% | -8.4% |
| 3M | +24.5% | -8.6% | +33.2% | +18.6% |
| 6M | +35.4% | +248.5% | -213.2% | -7.1% |
| YTD | +44.2% | +516.3% | -472.1% | -15.6% |
| 1Y | +25.4% | +2,036.6% | -2,011.2% | -48.8% |
| All | +91.1% | +2,366.2% | -2,275.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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