+316.7%
PANW vs MTUM
+78.7%
+238.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.5% |
| 30D | -14.6% | -2.4% | -12.1% | -12.9% |
| 3M | +18.3% | -3.6% | +21.9% | +20.3% |
| 6M | +100.5% | +23.7% | +76.8% | +58.1% |
| YTD | +79.5% | +22.9% | +56.6% | +41.3% |
| 1Y | +66.7% | +21.8% | +45.0% | +32.5% |
| 3Y | +161.2% | +114.4% | +46.8% | +12.0% |
| All | +316.7% | +78.7% | +238.0% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling