-47.1%
MSTR vs MKC
-24.7%
-22.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.2% |
| 7D | -14.2% | -7.0% | -7.2% | -15.7% |
| 30D | -19.9% | +4.1% | -23.9% | -18.8% |
| 3M | +27.3% | -10.3% | +37.6% | +24.5% |
| 6M | -37.6% | +1.7% | -39.3% | -36.9% |
| YTD | -19.5% | -29.1% | +9.6% | -34.2% |
| 1Y | -47.1% | -26.0% | -21.1% | -53.6% |
| All | -47.1% | -24.7% | -22.4% | -53.6% |
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