+164.8%
PANW vs MCD
-2.6%
+167.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.6% |
| 7D | +2.0% | -2.9% | +4.9% | +1.9% |
| 30D | -13.0% | -6.7% | -6.2% | -13.1% |
| 3M | +28.6% | -9.6% | +38.2% | +28.5% |
| 6M | +103.0% | -22.3% | +125.3% | +105.1% |
| YTD | +81.9% | -15.4% | +97.4% | +82.0% |
| 1Y | +69.6% | -16.8% | +86.4% | +70.1% |
| All | +164.8% | -2.6% | +167.3% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling