+73.3%
PANW vs MCO
+0.4%
+72.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.0% |
| 7D | -10.3% | -4.2% | -6.2% | -9.2% |
| 30D | -8.1% | +2.2% | -10.3% | -8.9% |
| 3M | +19.3% | +10.1% | +9.2% | +15.5% |
| 6M | +110.2% | +5.3% | +104.9% | +104.4% |
| YTD | +80.9% | -2.7% | +83.7% | +83.6% |
| 1Y | +73.3% | -0.4% | +73.6% | +75.0% |
| All | +73.3% | +0.4% | +72.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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