+1,089.0%
MSTR vs MDT
+481.8%
+607.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.0% |
| 7D | -4.0% | +3.5% | -7.5% | -5.5% |
| 30D | -18.6% | +16.2% | -34.8% | -24.2% |
| 3M | +25.6% | +18.9% | +6.7% | +15.3% |
| 6M | -33.1% | +37.3% | -70.4% | -43.1% |
| YTD | -17.3% | +9.7% | -27.1% | -22.4% |
| 1Y | -48.1% | +15.2% | -63.3% | -52.4% |
| 3Y | +154.2% | +61.8% | +92.4% | +97.5% |
| 5Y | +46.2% | -1.4% | +47.6% | +45.1% |
| 10Y | +554.5% | +61.6% | +492.9% | +410.1% |
| All | +1,089.0% | +481.8% | +607.2% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling