+793.1%
MSTR vs MDB
+906.0%
-112.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.1% |
| 7D | -10.7% | -1.0% | -9.7% | -10.5% |
| 30D | -21.6% | -14.0% | -7.6% | -17.0% |
| 3M | +24.4% | -20.3% | +44.7% | +32.9% |
| 6M | -35.5% | +10.9% | -46.3% | -40.5% |
| YTD | -20.3% | -20.9% | +0.6% | -18.6% |
| 1Y | -49.3% | -11.2% | -38.1% | -50.7% |
| 3Y | +137.8% | -11.9% | +149.7% | +104.1% |
| 5Y | +48.3% | -40.2% | +88.5% | +31.9% |
| All | +793.1% | +906.0% | -112.9% | +356.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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