+1,248.2%
PANW vs MTCH
+208.0%
+1,040.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.7% |
| 7D | -0.8% | +1.3% | -2.0% | -1.1% |
| 30D | -14.6% | +15.9% | -30.4% | -18.0% |
| 3M | +18.3% | +23.3% | -5.0% | +11.5% |
| 6M | +100.5% | +40.1% | +60.3% | +82.9% |
| YTD | +79.5% | +33.6% | +45.9% | +65.5% |
| 1Y | +66.7% | +14.1% | +52.6% | +59.6% |
| 3Y | +161.2% | +1.4% | +159.8% | +148.8% |
| 5Y | +322.2% | -73.1% | +395.3% | +440.3% |
| All | +1,248.2% | +208.0% | +1,040.2% | +868.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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