+1,248.2%
PANW vs MKC
+29.9%
+1,218.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.6% |
| 30D | -14.6% | -3.1% | -11.4% | -14.2% |
| 3M | +18.3% | +5.2% | +13.1% | +17.1% |
| 6M | +100.5% | -12.8% | +113.3% | +104.3% |
| YTD | +79.5% | -23.3% | +102.8% | +86.6% |
| 1Y | +66.7% | -24.1% | +90.8% | +73.3% |
| 3Y | +161.2% | -32.1% | +193.3% | +175.8% |
| 5Y | +322.2% | -32.8% | +355.0% | +340.0% |
| All | +1,248.2% | +29.9% | +1,218.4% | +1,116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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