+283.2%
MSTR vs MCHP
+0.1%
+283.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.9% |
| 7D | +9.3% | +2.8% | +6.6% | +8.0% |
| 30D | +36.5% | -12.8% | +49.3% | +44.9% |
| 3M | +7.3% | -19.2% | +26.5% | +16.5% |
| 6M | +2.2% | +14.5% | -12.3% | -6.3% |
| YTD | -10.2% | +17.1% | -27.3% | -20.8% |
| 1Y | -58.6% | +15.3% | -73.9% | -63.3% |
| 3Y | +283.2% | +0.5% | +282.7% | +247.1% |
| All | +283.2% | +0.1% | +283.1% | +247.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling