+3,634.0%
PANW vs MXL
+1,622.2%
+2,011.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.9% | -3.5% |
| 7D | -0.8% | +18.9% | -19.6% | -3.6% |
| 30D | -14.6% | +0.3% | -14.9% | -15.2% |
| 3M | +18.3% | -8.0% | +26.3% | +15.9% |
| 6M | +100.5% | +341.2% | -240.8% | +38.7% |
| YTD | +79.5% | +327.8% | -248.3% | +24.1% |
| 1Y | +66.7% | +364.9% | -298.2% | +12.3% |
| 3Y | +161.2% | +229.2% | -68.0% | +68.8% |
| 5Y | +322.2% | +42.8% | +279.4% | +210.2% |
| 10Y | +1,273.8% | +303.1% | +970.7% | +632.0% |
| All | +3,634.0% | +1,622.2% | +2,011.9% | +1,630.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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