+1,252.0%
MSTR vs MLM
+1,487.7%
-235.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | +12.2% | -2.9% | +15.1% | +13.5% |
| 30D | +45.2% | -6.8% | +52.0% | +49.8% |
| 3M | +10.4% | -11.2% | +21.6% | +15.3% |
| 6M | -2.5% | -21.8% | +19.4% | +8.2% |
| YTD | -6.0% | -17.0% | +11.0% | +1.0% |
| 1Y | -56.4% | -16.4% | -40.0% | -53.4% |
| 3Y | +306.3% | +14.5% | +291.8% | +280.2% |
| 5Y | +100.5% | +41.7% | +58.7% | +78.6% |
| 10Y | +741.1% | +200.0% | +541.0% | +409.5% |
| All | +1,252.0% | +1,487.7% | -235.8% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling