-49.1%
MSTR vs MCD
-8.5%
-40.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.5% |
| 7D | -11.5% | -1.6% | -9.9% | -11.6% |
| 30D | -24.8% | +16.0% | -40.9% | -23.8% |
| 3M | +20.6% | 0.0% | +20.7% | +19.8% |
| 6M | -38.0% | +0.9% | -38.9% | -38.0% |
| YTD | -24.7% | -8.7% | -16.0% | -22.6% |
| 1Y | -49.1% | -8.6% | -40.5% | -48.3% |
| All | -49.1% | -8.5% | -40.6% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling