+40.4%
MSTR vs MDB
-41.3%
+81.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.7% |
| 7D | -13.4% | +6.8% | -20.3% | -16.0% |
| 30D | -22.1% | -6.2% | -15.9% | -19.9% |
| 3M | +15.0% | -29.2% | +44.2% | +30.6% |
| 6M | -37.3% | +10.3% | -47.6% | -43.1% |
| YTD | -26.5% | -20.4% | -6.2% | -25.2% |
| 1Y | -46.5% | -4.8% | -41.7% | -50.3% |
| 3Y | +121.1% | -11.6% | +132.7% | +80.4% |
| All | +40.4% | -41.3% | +81.7% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling