+772.1%
PANW vs MP
+418.4%
+353.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.6% |
| 7D | +2.0% | -4.6% | +6.5% | +2.5% |
| 30D | -11.8% | -7.1% | -4.7% | -11.2% |
| 3M | +28.6% | -4.0% | +32.6% | +28.6% |
| 6M | +104.4% | -16.7% | +121.1% | +106.0% |
| YTD | +83.8% | +1.6% | +82.2% | +80.2% |
| 1Y | +71.5% | -17.8% | +89.3% | +70.2% |
| 3Y | +172.2% | +139.6% | +32.6% | +119.7% |
| 5Y | +332.2% | +50.5% | +281.8% | +270.5% |
| All | +772.1% | +418.4% | +353.7% | +622.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling