+536.9%
MSTR vs MCHP
+135.7%
+401.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | -0.6% |
| 7D | -14.2% | -17.5% | +3.4% | -4.9% |
| 30D | -19.9% | -15.8% | -4.0% | -12.3% |
| 3M | +27.3% | -22.9% | +50.2% | +46.5% |
| 6M | -37.6% | -36.6% | -1.0% | -21.5% |
| YTD | -19.5% | -0.8% | -18.6% | -25.0% |
| 1Y | -47.1% | +16.5% | -63.7% | -55.6% |
| 3Y | +140.3% | -13.6% | +153.9% | +122.9% |
| 5Y | +49.5% | -17.0% | +66.5% | +47.1% |
| All | +536.9% | +135.7% | +401.2% | +335.7% |
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