+570.4%
MSTR vs MMM
+82.0%
+488.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.5% |
| 7D | -1.2% | +6.2% | -7.4% | -4.5% |
| 30D | -15.9% | +14.2% | -30.1% | -21.9% |
| 3M | +33.1% | +2.9% | +30.2% | +30.8% |
| 6M | -31.0% | +27.6% | -58.5% | -40.6% |
| YTD | -15.1% | +17.3% | -32.4% | -23.4% |
| 1Y | -45.6% | +15.1% | -60.7% | -50.4% |
| 3Y | +180.5% | +157.1% | +23.4% | +60.4% |
| 5Y | +61.7% | +45.1% | +16.6% | +21.9% |
| All | +570.4% | +82.0% | +488.4% | +347.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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