+1,248.2%
PANW vs MCK
+442.8%
+805.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -0.8% | -2.9% | +2.1% | -0.3% |
| 30D | -14.6% | +0.4% | -15.0% | -14.8% |
| 3M | +18.3% | +12.1% | +6.2% | +15.1% |
| 6M | +100.5% | -5.4% | +105.9% | +101.7% |
| YTD | +79.5% | +7.8% | +71.7% | +74.3% |
| 1Y | +66.7% | +22.9% | +43.8% | +56.4% |
| 3Y | +161.2% | +110.7% | +50.5% | +111.3% |
| 5Y | +322.2% | +346.2% | -24.0% | +178.3% |
| All | +1,248.2% | +442.8% | +805.4% | +684.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling