+677.4%
MSTR vs MCHP
+193.2%
+484.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | +7.7% | +0.3% | +7.4% | +7.6% |
| 30D | +36.3% | -9.8% | +46.1% | +44.5% |
| 3M | +13.4% | -19.7% | +33.1% | +26.0% |
| 6M | -4.5% | +13.6% | -18.1% | -14.5% |
| YTD | -12.7% | +16.5% | -29.2% | -25.2% |
| 1Y | -59.6% | +15.7% | -75.3% | -65.4% |
| 3Y | +272.5% | 0.0% | +272.5% | +219.3% |
| 5Y | +107.1% | +4.4% | +102.7% | +81.9% |
| 10Y | +677.4% | +201.4% | +476.0% | +397.9% |
| All | +677.4% | +193.2% | +484.2% | +397.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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