+1,252.0%
MSTR vs MDT
+428.7%
+823.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +12.2% | +3.2% | +8.9% | +10.5% |
| 30D | +45.2% | +9.5% | +35.7% | +38.7% |
| 3M | +10.4% | +16.0% | -5.6% | +2.2% |
| 6M | -2.5% | +0.2% | -2.7% | -3.8% |
| YTD | -6.0% | -0.3% | -5.7% | -7.5% |
| 1Y | -56.4% | +4.7% | -61.1% | -58.1% |
| 3Y | +306.3% | +26.5% | +279.7% | +254.3% |
| 5Y | +100.5% | -18.2% | +118.7% | +116.6% |
| 10Y | +741.1% | +40.0% | +701.1% | +600.0% |
| All | +1,252.0% | +428.7% | +823.3% | +394.4% |
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