+1,058.3%
MSTR vs MCHP
+3,290.5%
-2,232.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | -0.3% |
| 7D | -14.2% | -17.5% | +3.4% | -6.7% |
| 30D | -19.9% | -15.8% | -4.0% | -13.7% |
| 3M | +27.3% | -22.9% | +50.2% | +42.9% |
| 6M | -37.6% | -36.6% | -1.0% | -24.6% |
| YTD | -19.5% | -0.8% | -18.6% | -23.0% |
| 1Y | -47.1% | +16.5% | -63.7% | -53.3% |
| 3Y | +140.3% | -13.6% | +153.9% | +132.6% |
| 5Y | +49.5% | -17.0% | +66.5% | +56.8% |
| 10Y | +521.9% | +137.7% | +384.2% | +289.6% |
| All | +1,058.3% | +3,290.5% | -2,232.2% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling