+139.8%
MSTR vs MMM
+165.3%
-25.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -10.7% | +7.0% | -17.7% | -13.8% |
| 30D | -21.6% | +18.4% | -39.9% | -28.1% |
| 3M | +24.4% | +4.5% | +19.9% | +21.3% |
| 6M | -35.5% | +33.4% | -68.9% | -45.4% |
| YTD | -20.3% | +20.0% | -40.3% | -28.3% |
| 1Y | -49.3% | +15.0% | -64.3% | -53.3% |
| All | +139.8% | +165.3% | -25.5% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling