+137.8%
MSTR vs MCHP
-12.3%
+150.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.7% |
| 7D | -10.7% | -22.6% | +11.8% | -0.3% |
| 30D | -21.6% | -20.1% | -1.4% | -13.4% |
| 3M | +24.4% | -25.4% | +49.8% | +41.5% |
| 6M | -35.5% | -38.4% | +3.0% | -21.2% |
| YTD | -20.3% | -3.7% | -16.6% | -23.5% |
| 1Y | -49.3% | +11.7% | -61.0% | -55.2% |
| 3Y | +137.8% | -16.1% | +153.9% | +147.6% |
| All | +137.8% | -12.3% | +150.0% | +147.6% |
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 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