+736.9%
MSTR vs MCD
+177.7%
+559.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | +12.2% | -2.8% | +15.0% | +13.6% |
| 30D | +45.2% | -6.0% | +51.2% | +48.9% |
| 3M | +10.4% | -5.6% | +16.0% | +12.5% |
| 6M | -2.5% | -21.9% | +19.4% | +9.1% |
| YTD | -6.0% | -14.7% | +8.7% | +0.4% |
| 1Y | -56.4% | -17.3% | -39.1% | -52.9% |
| 3Y | +306.3% | -2.2% | +308.4% | +290.6% |
| 5Y | +100.5% | +20.3% | +80.2% | +74.5% |
| All | +736.9% | +177.7% | +559.2% | +493.2% |
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