+699.8%
MSTR vs MKC
+27.7%
+672.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +9.3% | -4.3% | +13.7% | +10.1% |
| 30D | +36.5% | -2.0% | +38.5% | +36.7% |
| 3M | +7.3% | +10.0% | -2.7% | +5.0% |
| 6M | +2.2% | -18.5% | +20.8% | +5.6% |
| YTD | -10.2% | -22.4% | +12.3% | -6.7% |
| 1Y | -58.6% | -23.6% | -35.0% | -57.0% |
| 3Y | +283.2% | -30.4% | +313.6% | +298.7% |
| 5Y | +113.8% | -34.2% | +148.0% | +123.9% |
| All | +699.8% | +27.7% | +672.1% | +623.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling