+1,248.2%
PANW vs MPC
+1,179.0%
+69.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | -14.6% | +14.0% | -28.6% | -17.2% |
| 3M | +18.3% | +52.2% | -33.9% | +7.0% |
| 6M | +100.5% | +75.8% | +24.7% | +74.6% |
| YTD | +79.5% | +146.3% | -66.8% | +43.9% |
| 1Y | +66.7% | +120.8% | -54.1% | +36.9% |
| 3Y | +161.2% | +172.6% | -11.4% | +99.2% |
| 5Y | +322.2% | +678.2% | -356.0% | +144.9% |
| All | +1,248.2% | +1,179.0% | +69.3% | +561.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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