+49.9%
MSTR vs MDT
-2.9%
+52.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.7% |
| 7D | -1.2% | +5.4% | -6.7% | -4.9% |
| 30D | -15.9% | +19.1% | -35.0% | -26.1% |
| 3M | +33.1% | +19.5% | +13.7% | +15.9% |
| 6M | -31.0% | +33.5% | -64.4% | -46.1% |
| YTD | -15.1% | +8.7% | -23.8% | -21.7% |
| 1Y | -45.6% | +16.8% | -62.4% | -53.3% |
| 3Y | +180.5% | +53.0% | +127.5% | +73.6% |
| All | +49.9% | -2.9% | +52.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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