+1,120.6%
MSTR vs MMM
+974.1%
+146.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | -1.2% | +6.2% | -7.4% | -4.3% |
| 30D | -15.9% | +14.2% | -30.1% | -21.6% |
| 3M | +33.1% | +2.9% | +30.2% | +30.9% |
| 6M | -31.0% | +27.6% | -58.5% | -40.0% |
| YTD | -15.1% | +17.3% | -32.4% | -22.9% |
| 1Y | -45.6% | +15.1% | -60.7% | -50.1% |
| 3Y | +180.5% | +157.1% | +23.4% | +66.0% |
| 5Y | +61.7% | +45.1% | +16.6% | +29.3% |
| 10Y | +578.0% | +83.9% | +494.1% | +354.3% |
| All | +1,120.6% | +974.1% | +146.6% | +362.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling