+953.4%
MSTR vs MDB
+1,017.4%
-64.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.1% |
| 7D | +12.2% | -17.4% | +29.6% | +20.1% |
| 30D | +45.2% | -2.0% | +47.2% | +45.0% |
| 3M | +10.4% | -3.0% | +13.4% | +10.6% |
| 6M | -2.5% | +48.7% | -51.2% | -19.3% |
| YTD | -6.0% | -12.1% | +6.1% | -6.6% |
| 1Y | -56.4% | +14.5% | -70.9% | -61.1% |
| 3Y | +306.3% | -6.1% | +312.4% | +242.1% |
| 5Y | +100.5% | -27.3% | +127.8% | +69.0% |
| All | +953.4% | +1,017.4% | -64.0% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling