+570.4%
MSTR vs MCD
+213.9%
+356.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | -1.2% | +7.1% | -8.3% | -4.3% |
| 30D | -15.9% | +19.8% | -35.7% | -22.8% |
| 3M | +33.1% | +0.8% | +32.3% | +32.1% |
| 6M | -31.0% | -1.3% | -29.7% | -31.2% |
| YTD | -15.1% | -7.8% | -7.4% | -12.6% |
| 1Y | -45.6% | -5.0% | -40.7% | -45.1% |
| 3Y | +180.5% | +10.5% | +170.0% | +152.9% |
| 5Y | +61.7% | +22.0% | +39.7% | +39.7% |
| All | +570.4% | +213.9% | +356.5% | +392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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