-49.3%
MSTR vs MCD
-3.2%
-46.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.6% |
| 7D | -10.7% | +7.3% | -18.0% | -10.4% |
| 30D | -21.6% | +20.0% | -41.5% | -20.1% |
| 3M | +24.4% | +3.8% | +20.6% | +23.8% |
| 6M | -35.5% | +3.8% | -39.2% | -35.4% |
| YTD | -20.3% | -5.9% | -14.5% | -18.5% |
| 1Y | -49.3% | -3.2% | -46.1% | -48.0% |
| All | -49.3% | -3.2% | -46.1% | -48.0% |
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