+283.2%
MSTR vs BDX
-9.6%
+292.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.3% | -3.8% |
| 7D | +9.3% | -4.3% | +13.6% | +10.3% |
| 30D | +36.5% | +1.3% | +35.2% | +36.3% |
| 3M | +7.3% | +20.2% | -12.9% | +3.4% |
| 6M | +2.2% | +8.6% | -6.4% | +1.1% |
| YTD | -10.2% | +19.0% | -29.1% | -13.6% |
| 1Y | -58.6% | +21.2% | -79.8% | -60.4% |
| 3Y | +283.2% | -9.7% | +292.9% | +285.9% |
| All | +283.2% | -9.6% | +292.8% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 3y: compounded portfolio wealth divided by compounded BDX 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…
3y analysis · Full analysis span regression · 6 months rolling