+1,124.1%
MSTR vs MLM
+1,528.0%
-403.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.2% | -4.1% | -6.8% |
| 7D | -8.7% | -1.2% | -7.5% | -8.1% |
| 30D | -21.4% | +7.9% | -29.4% | -24.3% |
| 3M | +31.4% | -4.5% | +35.9% | +33.9% |
| 6M | -30.8% | -12.6% | -18.2% | -27.4% |
| YTD | -14.9% | -14.9% | 0.0% | -9.7% |
| 1Y | -49.3% | -13.1% | -36.2% | -46.8% |
| 3Y | +184.8% | +21.2% | +163.6% | +159.4% |
| 5Y | +62.1% | +32.0% | +30.1% | +48.0% |
| 10Y | +580.0% | +195.3% | +384.6% | +313.9% |
| All | +1,124.1% | +1,528.0% | -403.9% | +174.1% |
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