+1,412.6%
PANW vs MTUM
+344.8%
+1,067.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -2.4% | +15.5% | +15.1% |
| 7D | +12.2% | -1.7% | +13.9% | +13.4% |
| 30D | -2.7% | -5.5% | +2.8% | +1.7% |
| 3M | +33.7% | -7.5% | +41.2% | +40.7% |
| 6M | +123.9% | +23.4% | +100.5% | +79.2% |
| YTD | +103.0% | +20.0% | +83.0% | +65.5% |
| 1Y | +90.5% | +19.1% | +71.4% | +56.4% |
| 3Y | +204.2% | +109.4% | +94.8% | +47.6% |
| 5Y | +362.8% | +76.2% | +286.6% | +163.6% |
| 10Y | +1,412.6% | +344.3% | +1,068.3% | +291.9% |
| All | +1,412.6% | +344.8% | +1,067.8% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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