+40.4%
MSTR vs MDT
+0.7%
+39.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -3.7% |
| 7D | -13.4% | +1.0% | -14.5% | -14.1% |
| 30D | -22.1% | +9.2% | -31.2% | -26.9% |
| 3M | +15.0% | +14.5% | +0.5% | +3.4% |
| 6M | -37.3% | +37.3% | -74.6% | -51.9% |
| YTD | -26.5% | +9.8% | -36.4% | -32.7% |
| 1Y | -46.5% | +10.5% | -57.0% | -51.3% |
| 3Y | +121.1% | +57.4% | +63.6% | +33.0% |
| All | +40.4% | +0.7% | +39.7% | +18.6% |
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