+736.9%
MSTR vs MMM
+54.3%
+682.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | -3.3% | +15.5% | +14.2% |
| 30D | +45.2% | -7.0% | +52.2% | +51.0% |
| 3M | +10.4% | +10.8% | -0.4% | +3.4% |
| 6M | -2.5% | +5.8% | -8.3% | -6.5% |
| YTD | -6.0% | +6.8% | -12.8% | -10.5% |
| 1Y | -56.4% | +10.4% | -66.8% | -59.3% |
| 3Y | +306.3% | +104.7% | +201.6% | +164.3% |
| 5Y | +100.5% | +23.6% | +76.9% | +63.5% |
| All | +736.9% | +54.3% | +682.6% | +503.9% |
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