+1,925.8%
MRVL vs PANW
+1,278.8%
+647.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +5.1% |
| 7D | +5.6% | -0.8% | +6.4% | +5.9% |
| 30D | +8.8% | -14.6% | +23.3% | +15.3% |
| 3M | -15.9% | +18.3% | -34.2% | -23.8% |
| 6M | +161.3% | +100.5% | +60.8% | +80.5% |
| YTD | +178.2% | +79.5% | +98.7% | +101.3% |
| 1Y | +255.3% | +66.7% | +188.6% | +167.0% |
| 3Y | +323.1% | +161.2% | +161.9% | +140.2% |
| 5Y | +293.2% | +322.2% | -29.0% | +71.9% |
| All | +1,925.8% | +1,278.8% | +647.0% | +411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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