+3,634.0%
PANW vs MRSH
+602.1%
+3,031.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -0.8% | -4.8% | +4.0% | +1.7% |
| 30D | -14.6% | -6.3% | -8.2% | -11.8% |
| 3M | +18.3% | +5.8% | +12.5% | +13.2% |
| 6M | +100.5% | +2.8% | +97.7% | +94.2% |
| YTD | +79.5% | -3.1% | +82.6% | +77.9% |
| 1Y | +66.7% | -11.3% | +78.0% | +72.9% |
| 3Y | +161.2% | -5.0% | +166.2% | +158.0% |
| 5Y | +322.2% | +19.2% | +303.0% | +261.3% |
| 10Y | +1,273.8% | +217.4% | +1,056.4% | +533.9% |
| All | +3,634.0% | +602.1% | +3,031.9% | +1,220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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