+3,539.1%
PANW vs MCD
+331.7%
+3,207.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +2.7% | -1.6% | +4.3% | +3.3% |
| 30D | -14.1% | +14.1% | -28.2% | -18.3% |
| 3M | -18.6% | +0.6% | -19.2% | -19.2% |
| 6M | +41.5% | 0.0% | +41.4% | +40.1% |
| YTD | +74.9% | -9.3% | +84.2% | +79.2% |
| 1Y | +57.4% | -9.3% | +66.7% | +61.0% |
| 3Y | +152.1% | +8.6% | +143.5% | +134.1% |
| 5Y | +275.3% | +21.9% | +253.4% | +228.3% |
| 10Y | +1,139.3% | +202.8% | +936.5% | +605.0% |
| All | +3,539.1% | +331.7% | +3,207.4% | +1,716.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling