+62.2%
PANW vs MULL
+444.9%
-382.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.8% | +13.1% | -0.1% |
| 7D | -11.8% | -35.9% | +24.1% | -10.5% |
| 30D | -14.4% | -47.3% | +32.9% | -13.0% |
| 3M | -5.0% | -30.6% | +25.6% | -4.5% |
| 6M | +88.6% | +13.7% | +74.9% | +84.5% |
| YTD | +88.9% | +272.1% | -183.2% | +75.7% |
| 1Y | +62.2% | +475.1% | -412.8% | +42.1% |
| All | +62.2% | +444.9% | -382.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling