+1,311.3%
MU vs PANW
+170.9%
+1,140.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.2% |
| 7D | +2.0% | +2.0% | 0.0% | +1.3% |
| 30D | +12.5% | -11.8% | +24.3% | +16.7% |
| 3M | +9.6% | +28.6% | -19.0% | -1.5% |
| 6M | +142.6% | +104.4% | +38.2% | +83.0% |
| YTD | +242.7% | +83.8% | +158.9% | +167.4% |
| 1Y | +599.3% | +71.5% | +527.7% | +464.5% |
| All | +1,311.3% | +170.9% | +1,140.4% | +863.2% |
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