+313.3%
ANET vs MXL
+222.8%
+90.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.5% | -1.9% | +4.2% |
| 7D | +3.0% | +18.9% | -15.9% | -0.3% |
| 30D | -5.2% | +0.3% | -5.5% | -5.8% |
| 3M | +27.6% | -8.0% | +35.7% | +25.8% |
| 6M | +44.4% | +341.2% | -296.9% | -7.3% |
| YTD | +52.3% | +327.8% | -275.5% | -2.1% |
| 1Y | +30.4% | +364.9% | -334.5% | -19.1% |
| 3Y | +313.3% | +229.2% | +84.0% | +151.8% |
| All | +313.3% | +222.8% | +90.4% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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