+63.3%
PANW vs MCO
+9.4%
+53.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.6% |
| 7D | -11.8% | +10.7% | -22.5% | -13.8% |
| 30D | -14.4% | +17.9% | -32.3% | -18.0% |
| 3M | -5.0% | +9.5% | -14.5% | -7.3% |
| 6M | +88.6% | +18.1% | +70.5% | +79.1% |
| YTD | +88.9% | +4.1% | +84.8% | +91.0% |
| All | +63.3% | +9.4% | +53.8% | +62.2% |
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