+323.1%
MRVL vs PANW
+164.6%
+158.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.9% |
| 7D | +5.6% | -0.8% | +6.4% | +5.8% |
| 30D | +8.8% | -14.6% | +23.3% | +14.3% |
| 3M | -15.9% | +18.3% | -34.2% | -22.5% |
| 6M | +161.3% | +100.5% | +60.8% | +93.0% |
| YTD | +178.2% | +79.5% | +98.7% | +114.5% |
| 1Y | +255.3% | +66.7% | +188.6% | +184.1% |
| 3Y | +323.1% | +161.2% | +161.9% | +157.8% |
| All | +323.1% | +164.6% | +158.5% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling