+3,752.2%
PANW vs MTUM
+604.3%
+3,147.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -3.5% |
| 7D | -0.8% | +0.7% | -1.5% | -1.5% |
| 30D | -14.6% | -2.4% | -12.1% | -12.7% |
| 3M | +18.3% | -3.6% | +21.9% | +20.5% |
| 6M | +100.5% | +23.7% | +76.8% | +58.4% |
| YTD | +79.5% | +22.9% | +56.6% | +41.6% |
| 1Y | +66.7% | +21.8% | +45.0% | +32.7% |
| 3Y | +161.2% | +114.4% | +46.8% | +18.4% |
| 5Y | +322.2% | +79.6% | +242.6% | +128.9% |
| 10Y | +1,273.8% | +356.2% | +917.5% | +156.8% |
| All | +3,752.2% | +604.3% | +3,147.9% | +313.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling