+495.5%
MSTR vs MCHP
+135.5%
+360.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.4% |
| 7D | -11.5% | -4.3% | -7.2% | -9.9% |
| 30D | -24.8% | -16.3% | -8.5% | -17.4% |
| 3M | +20.6% | -21.4% | +42.0% | +37.3% |
| 6M | -38.0% | -35.8% | -2.2% | -22.6% |
| YTD | -24.7% | -0.9% | -23.8% | -29.8% |
| 1Y | -49.1% | +14.5% | -63.6% | -56.8% |
| 3Y | +124.7% | -13.7% | +138.4% | +108.5% |
| 5Y | +40.9% | -16.9% | +57.9% | +38.7% |
| All | +495.5% | +135.5% | +360.0% | +307.6% |
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