+100.0%
MSTR vs MCK
+344.8%
-244.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.1% |
| 7D | -11.2% | -4.4% | -6.8% | -11.3% |
| 30D | +33.8% | -2.2% | +36.0% | +33.8% |
| 3M | +11.5% | +11.6% | -0.1% | +11.4% |
| 6M | -7.2% | -4.9% | -2.2% | -6.2% |
| YTD | -15.4% | +7.7% | -23.1% | -15.4% |
| 1Y | -60.6% | +25.2% | -85.8% | -62.1% |
| 3Y | +260.8% | +112.1% | +148.7% | +157.8% |
| All | +100.0% | +344.8% | -244.7% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling