+180.5%
MSTR vs MKC
-18.6%
+199.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.6% |
| 7D | -1.2% | +2.3% | -3.6% | -1.0% |
| 30D | -15.9% | +8.1% | -24.0% | -15.3% |
| 3M | +33.1% | -6.4% | +39.6% | +32.7% |
| 6M | -31.0% | +1.8% | -32.8% | -30.9% |
| YTD | -15.1% | -26.9% | +11.7% | -16.4% |
| 1Y | -45.6% | -21.7% | -23.9% | -46.6% |
| 3Y | +180.5% | -18.7% | +199.2% | +167.6% |
| All | +180.5% | -18.6% | +199.1% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling