+1,308.2%
MU vs ANET
+302.4%
+1,005.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -3.5% |
| 7D | -4.1% | +3.0% | -7.1% | -5.8% |
| 30D | +7.0% | -5.2% | +12.2% | +9.9% |
| 3M | -2.1% | +27.6% | -29.7% | -14.2% |
| 6M | +133.1% | +44.4% | +88.7% | +88.4% |
| YTD | +241.9% | +52.3% | +189.6% | +164.6% |
| 1Y | +548.8% | +30.4% | +518.3% | +440.1% |
| 3Y | +1,308.2% | +313.3% | +994.9% | +542.8% |
| All | +1,308.2% | +302.4% | +1,005.8% | +542.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling