+1,156.3%
MSTR vs MCK
+1,273.1%
-116.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +7.7% | -3.6% | +11.3% | +8.8% |
| 30D | +36.3% | +1.4% | +34.9% | +35.4% |
| 3M | +13.4% | +13.8% | -0.4% | +8.3% |
| 6M | -4.5% | -5.2% | +0.7% | -4.2% |
| YTD | -12.7% | +9.0% | -21.7% | -17.3% |
| 1Y | -59.6% | +26.9% | -86.5% | -63.8% |
| 3Y | +272.5% | +114.7% | +157.7% | +172.4% |
| 5Y | +107.1% | +347.1% | -240.0% | +19.8% |
| 10Y | +677.4% | +446.4% | +231.0% | +288.5% |
| All | +1,156.3% | +1,273.1% | -116.7% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling