+1,248.2%
PANW vs MCO
+393.6%
+854.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -3.2% |
| 7D | -0.8% | -3.8% | +3.0% | +1.2% |
| 30D | -14.6% | -0.4% | -14.2% | -14.6% |
| 3M | +18.3% | +7.7% | +10.6% | +12.7% |
| 6M | +100.5% | +7.0% | +93.5% | +91.7% |
| YTD | +79.5% | -6.4% | +85.9% | +83.3% |
| 1Y | +66.7% | -7.6% | +74.4% | +70.8% |
| 3Y | +161.2% | +43.2% | +118.0% | +106.1% |
| 5Y | +322.2% | +29.6% | +292.6% | +245.8% |
| All | +1,248.2% | +393.6% | +854.6% | +477.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling