+1,252.0%
MSTR vs MKC
+1,041.3%
+210.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +12.2% | -5.9% | +18.0% | +13.6% |
| 30D | +45.2% | -0.9% | +46.0% | +45.1% |
| 3M | +10.4% | +12.7% | -2.3% | +6.8% |
| 6M | -2.5% | -19.3% | +16.8% | +1.8% |
| YTD | -6.0% | -22.2% | +16.1% | -1.6% |
| 1Y | -56.4% | -23.3% | -33.1% | -54.3% |
| 3Y | +306.3% | -30.0% | +336.3% | +328.0% |
| 5Y | +100.5% | -33.8% | +134.3% | +113.2% |
| 10Y | +741.1% | +24.4% | +716.7% | +636.0% |
| All | +1,252.0% | +1,041.3% | +210.6% | +1,109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling