+66.7%
PANW vs MCO
-5.7%
+72.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.8% |
| 7D | -0.8% | -3.8% | +3.0% | +0.3% |
| 30D | -14.6% | -0.4% | -14.2% | -14.7% |
| 3M | +18.3% | +7.7% | +10.6% | +15.1% |
| 6M | +100.5% | +7.0% | +93.5% | +95.1% |
| YTD | +79.5% | -6.4% | +85.9% | +84.1% |
| 1Y | +66.7% | -7.6% | +74.4% | +70.1% |
| All | +66.7% | -5.7% | +72.4% | +70.1% |
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