+5,706.3%
ANET vs MXL
+691.6%
+5,014.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.5% | -1.9% | +3.9% |
| 7D | +3.0% | +18.9% | -15.9% | -1.2% |
| 30D | -5.2% | +0.3% | -5.5% | -6.0% |
| 3M | +27.6% | -8.0% | +35.7% | +25.0% |
| 6M | +44.4% | +341.2% | -296.9% | -14.7% |
| YTD | +52.3% | +327.8% | -275.5% | -9.9% |
| 1Y | +30.4% | +364.9% | -334.5% | -25.7% |
| 3Y | +313.3% | +229.2% | +84.0% | +130.4% |
| 5Y | +810.0% | +42.8% | +767.2% | +507.1% |
| 10Y | +3,903.8% | +303.1% | +3,600.7% | +1,701.4% |
| All | +5,706.3% | +691.6% | +5,014.6% | +1,926.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling