+1,252.0%
MSTR vs MCHP
+3,947.6%
-2,695.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.1% |
| 7D | +12.2% | +1.7% | +10.5% | +11.4% |
| 30D | +45.2% | -4.1% | +49.2% | +47.3% |
| 3M | +10.4% | -22.5% | +32.9% | +22.6% |
| 6M | -2.5% | +7.3% | -9.8% | -7.8% |
| YTD | -6.0% | +18.4% | -24.4% | -16.8% |
| 1Y | -56.4% | +18.1% | -74.5% | -61.5% |
| 3Y | +306.3% | -2.8% | +309.1% | +272.9% |
| 5Y | +100.5% | +5.5% | +95.0% | +89.3% |
| 10Y | +741.1% | +185.8% | +555.3% | +385.2% |
| All | +1,252.0% | +3,947.6% | -2,695.6% | +180.4% |
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