+154.2%
MSTR vs MCD
+12.8%
+141.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.6% |
| 7D | -4.0% | +5.9% | -9.9% | -4.0% |
| 30D | -18.6% | +19.6% | -38.3% | -18.5% |
| 3M | +25.6% | +3.3% | +22.3% | +25.4% |
| 6M | -33.1% | +3.5% | -36.5% | -33.0% |
| YTD | -17.3% | -6.1% | -11.2% | -16.8% |
| 1Y | -48.1% | -3.7% | -44.4% | -47.8% |
| 3Y | +154.2% | +13.4% | +140.8% | +171.3% |
| All | +154.2% | +12.8% | +141.4% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling