+275.2%
MSTR vs MCK
+112.2%
+163.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.6% |
| 7D | -11.2% | -4.4% | -6.8% | -12.7% |
| 30D | +33.8% | -2.2% | +36.0% | +33.1% |
| 3M | +11.5% | +11.6% | -0.1% | +16.7% |
| 6M | -7.2% | -4.9% | -2.2% | -6.9% |
| YTD | -15.4% | +7.7% | -23.1% | -10.1% |
| 1Y | -60.6% | +25.2% | -85.8% | -56.8% |
| All | +275.2% | +112.2% | +163.0% | +375.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling