+570.4%
MSTR vs MLM
+185.4%
+385.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.8% |
| 7D | -1.2% | -4.1% | +2.9% | +1.5% |
| 30D | -15.9% | +8.2% | -24.1% | -20.1% |
| 3M | +33.1% | -3.6% | +36.7% | +35.5% |
| 6M | -31.0% | -15.6% | -15.4% | -25.1% |
| YTD | -15.1% | -16.4% | +1.3% | -7.6% |
| 1Y | -45.6% | -14.3% | -31.3% | -41.9% |
| 3Y | +180.5% | +19.3% | +161.2% | +148.2% |
| 5Y | +61.7% | +29.6% | +32.1% | +38.9% |
| All | +570.4% | +185.4% | +385.0% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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