+308.9%
MSTR vs MCD
-2.2%
+311.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.4% |
| 7D | +12.2% | -2.8% | +15.0% | +12.2% |
| 30D | +45.2% | -6.0% | +51.2% | +45.4% |
| 3M | +10.4% | -5.6% | +16.0% | +10.6% |
| 6M | -2.5% | -21.9% | +19.4% | -0.8% |
| YTD | -6.0% | -14.7% | +8.7% | -4.8% |
| 1Y | -56.4% | -17.3% | -39.1% | -55.7% |
| All | +308.9% | -2.2% | +311.1% | +292.4% |
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 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