-56.4%
MSTR vs MRK
+84.5%
-140.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +12.2% | +1.3% | +10.8% | +11.9% |
| 30D | +45.2% | +17.1% | +28.0% | +42.0% |
| 3M | +10.4% | +25.9% | -15.5% | +7.1% |
| 6M | -2.5% | +26.8% | -29.3% | -5.9% |
| YTD | -6.0% | +44.9% | -50.9% | -12.2% |
| 1Y | -56.4% | +84.8% | -141.2% | -62.8% |
| All | -56.4% | +84.5% | -140.9% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling