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  • MSTR vs LYB✓SelectedUSD · LYBMSTR vs LYB performance historyLatest closeAs of-4.40%09/08
Stock and ETF performance explorer

MSTR vs LYB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,439.5%
LYB return
+634.9%
Excess return
+804.6%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLYBExcessAlpha
1D-4.4%+1.7%-6.1%-5.0%
7D+9.3%-0.9%+10.2%+9.4%
30D+36.5%+9.5%+27.0%+31.2%
3M+7.3%+1.3%+6.0%+5.7%
6M+2.2%-1.7%+4.0%-1.2%
YTD-10.2%+54.1%-64.3%-28.5%
1Y-58.6%+25.7%-84.3%-64.3%
3Y+283.2%-20.9%+304.1%+294.2%
5Y+113.8%-1.5%+115.3%+105.4%
10Y+690.7%+45.0%+645.7%+491.6%
All+1,439.5%+634.9%+804.6%+390.8%

Cumulative growth

Daily Returns

Daily percentage return beside LYB.

Daily Out/Under-Performance

Portfolio return minus LYB return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LYB 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 all: compounded portfolio wealth divided by compounded LYB 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…

all analysis · Full analysis span regression · 6 months rolling