+71.5%
PANW vs MCD
-16.8%
+88.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +0.9% |
| 7D | +2.0% | -2.5% | +4.5% | +0.9% |
| 30D | -11.8% | -7.0% | -4.8% | -14.0% |
| 3M | +28.6% | -9.8% | +38.4% | +24.3% |
| 6M | +104.4% | -21.8% | +126.2% | +91.5% |
| YTD | +83.8% | -15.6% | +99.3% | +73.4% |
| 1Y | +71.5% | -15.2% | +86.7% | +62.9% |
| All | +71.5% | -16.8% | +88.4% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling