+5,731.6%
MU vs ANET
+3,934.2%
+1,797.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -3.0% |
| 7D | -4.1% | +3.0% | -7.1% | -5.6% |
| 30D | +7.0% | -5.2% | +12.2% | +9.5% |
| 3M | -2.1% | +27.6% | -29.7% | -12.6% |
| 6M | +133.1% | +44.4% | +88.7% | +94.1% |
| YTD | +241.9% | +52.3% | +189.6% | +174.3% |
| 1Y | +548.8% | +30.4% | +518.3% | +456.0% |
| 3Y | +1,308.2% | +313.3% | +994.9% | +577.0% |
| 5Y | +1,260.7% | +810.0% | +450.7% | +326.8% |
| All | +5,731.6% | +3,934.2% | +1,797.5% | +893.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 10y: compounded portfolio wealth divided by compounded ANET 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…
10y analysis · Full analysis span regression · 6 months rolling