+316.7%
PANW vs MXL
+40.1%
+276.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.9% | -3.3% |
| 7D | -0.8% | +18.9% | -19.6% | -3.1% |
| 30D | -14.6% | +0.3% | -14.9% | -15.1% |
| 3M | +18.3% | -8.0% | +26.3% | +16.5% |
| 6M | +100.5% | +341.2% | -240.8% | +46.5% |
| YTD | +79.5% | +327.8% | -248.3% | +31.1% |
| 1Y | +66.7% | +364.9% | -298.2% | +18.8% |
| 3Y | +161.2% | +229.2% | -68.0% | +78.1% |
| All | +316.7% | +40.1% | +276.6% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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