+3,663.5%
PANW vs MPC
+2,464.5%
+1,199.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -10.3% | +5.4% | -15.8% | -11.5% |
| 30D | -8.1% | +31.0% | -39.1% | -13.8% |
| 3M | +19.3% | +46.0% | -26.7% | +8.9% |
| 6M | +110.2% | +77.3% | +32.9% | +82.4% |
| YTD | +80.9% | +141.9% | -61.0% | +45.4% |
| 1Y | +73.3% | +120.9% | -47.7% | +42.0% |
| 3Y | +174.6% | +182.7% | -8.1% | +107.4% |
| 5Y | +327.1% | +646.4% | -319.4% | +149.9% |
| 10Y | +1,277.3% | +1,138.7% | +138.6% | +548.2% |
| All | +3,663.5% | +2,464.5% | +1,199.0% | +2,042.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling