+1,248.2%
PANW vs MCHP
+207.0%
+1,041.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -3.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | -14.6% | -6.0% | -8.5% | -12.9% |
| 3M | +18.3% | -19.7% | +38.0% | +25.4% |
| 6M | +100.5% | +14.0% | +86.4% | +85.4% |
| YTD | +79.5% | +18.4% | +61.1% | +62.1% |
| 1Y | +66.7% | +17.1% | +49.6% | +49.9% |
| 3Y | +161.2% | +0.7% | +160.5% | +130.3% |
| 5Y | +322.2% | +5.1% | +317.1% | +253.5% |
| All | +1,248.2% | +207.0% | +1,041.2% | +579.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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