-56.4%
MSTR vs MKC
-23.4%
-33.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.5% |
| 7D | +12.2% | -5.9% | +18.0% | +11.3% |
| 30D | +45.2% | -0.9% | +46.0% | +44.6% |
| 3M | +10.4% | +12.7% | -2.3% | +12.5% |
| 6M | -2.5% | -19.3% | +16.8% | -8.7% |
| YTD | -6.0% | -22.2% | +16.1% | -13.4% |
| 1Y | -56.4% | -23.3% | -33.1% | -57.4% |
| All | -56.4% | -23.4% | -33.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling