+1,135.8%
PANW vs MPC
+1,171.2%
-35.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +2.7% | +11.2% | -8.6% | +0.3% |
| 30D | -14.1% | -14.5% | +0.4% | -11.2% |
| 3M | -18.6% | +16.7% | -35.3% | -22.0% |
| 6M | +41.5% | +67.6% | -26.1% | +24.3% |
| YTD | +74.9% | +157.9% | -83.0% | +38.0% |
| 1Y | +57.4% | +116.7% | -59.3% | +29.3% |
| 3Y | +152.1% | +199.8% | -47.7% | +87.2% |
| 5Y | +275.3% | +604.4% | -329.1% | +122.7% |
| All | +1,135.8% | +1,171.2% | -35.4% | +531.2% |
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