+5,731.6%
MU vs PANW
+1,278.8%
+4,452.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.7% |
| 7D | -4.1% | -0.8% | -3.3% | -3.8% |
| 30D | +7.0% | -14.6% | +21.6% | +12.8% |
| 3M | -2.1% | +18.3% | -20.3% | -10.2% |
| 6M | +133.1% | +100.5% | +32.6% | +70.5% |
| YTD | +241.9% | +79.5% | +162.4% | +158.8% |
| 1Y | +548.8% | +66.7% | +482.0% | +408.3% |
| 3Y | +1,308.2% | +161.2% | +1,147.0% | +771.5% |
| 5Y | +1,260.7% | +322.2% | +938.5% | +538.1% |
| All | +5,731.6% | +1,278.8% | +4,452.9% | +1,482.3% |
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