+304.5%
MSTR vs MKC
-30.0%
+334.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.4% |
| 7D | +12.2% | -5.9% | +18.0% | +12.3% |
| 30D | +45.2% | -0.9% | +46.0% | +44.9% |
| 3M | +10.4% | +12.7% | -2.3% | +9.7% |
| 6M | -2.5% | -19.3% | +16.8% | -1.9% |
| YTD | -6.0% | -22.2% | +16.1% | -5.5% |
| 1Y | -56.4% | -23.3% | -33.1% | -56.0% |
| All | +304.5% | -30.0% | +334.4% | +289.9% |
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