+50.7%
MSTR vs MMM
+48.7%
+2.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | -14.2% | -2.6% | -11.6% | -12.5% |
| 30D | -19.9% | +17.4% | -37.3% | -28.5% |
| 3M | +27.3% | +3.6% | +23.7% | +23.7% |
| 6M | -37.6% | +33.0% | -70.6% | -50.2% |
| YTD | -19.5% | +19.6% | -39.1% | -30.6% |
| 1Y | -47.1% | +14.0% | -61.2% | -52.7% |
| 3Y | +140.3% | +164.3% | -24.0% | +1.2% |
| All | +50.7% | +48.7% | +2.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling