+938.2%
MU vs PANW
+271.8%
+666.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +12.8% | +2.7% | +10.1% | +11.9% |
| 30D | -14.9% | -14.1% | -0.8% | -9.9% |
| 3M | -18.0% | -18.6% | +0.6% | -13.0% |
| 6M | -3.1% | +41.5% | -44.6% | -16.4% |
| YTD | +172.9% | +74.9% | +98.0% | +116.1% |
| 1Y | +228.8% | +57.4% | +171.5% | +171.6% |
| 3Y | +950.8% | +152.1% | +798.7% | +612.4% |
| All | +938.2% | +271.8% | +666.4% | +492.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling