+273.2%
PANW vs MCD
+21.9%
+251.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | -14.1% | +14.1% | -28.2% | -15.9% |
| 3M | -18.6% | +0.6% | -19.2% | -18.5% |
| 6M | +41.5% | 0.0% | +41.4% | +41.5% |
| YTD | +74.9% | -9.3% | +84.2% | +78.7% |
| 1Y | +57.4% | -9.3% | +66.7% | +60.6% |
| 3Y | +152.1% | +8.6% | +143.5% | +135.7% |
| All | +273.2% | +21.9% | +251.3% | +221.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling