+481.0%
MSTR vs MCD
+200.8%
+280.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -13.4% | -1.6% | -11.8% | -12.8% |
| 30D | -22.1% | +14.1% | -36.2% | -26.9% |
| 3M | +15.0% | +0.6% | +14.3% | +14.1% |
| 6M | -37.3% | 0.0% | -37.3% | -37.9% |
| YTD | -26.5% | -9.3% | -17.3% | -23.8% |
| 1Y | -46.5% | -9.3% | -37.2% | -44.6% |
| 3Y | +121.1% | +8.6% | +112.5% | +100.7% |
| 5Y | +37.5% | +21.9% | +15.6% | +18.6% |
| All | +481.0% | +200.8% | +280.3% | +278.4% |
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