+659.5%
MSTR vs MCK
+442.8%
+216.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -8.3% | -2.9% | -5.4% | -8.0% |
| 30D | +38.1% | +0.4% | +37.7% | +37.9% |
| 3M | +9.0% | +12.1% | -3.1% | +7.3% |
| 6M | -5.3% | -5.4% | +0.1% | -4.8% |
| YTD | -13.8% | +7.8% | -21.6% | -15.5% |
| 1Y | -59.8% | +22.9% | -82.8% | -61.7% |
| 3Y | +282.2% | +110.7% | +171.5% | +214.5% |
| 5Y | +112.8% | +346.2% | -233.4% | +50.3% |
| All | +659.5% | +442.8% | +216.6% | +404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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