+481.0%
MSTR vs MRK
+228.4%
+252.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -13.4% | +0.7% | -14.1% | -13.6% |
| 30D | -22.1% | +0.3% | -22.3% | -22.1% |
| 3M | +15.0% | +9.7% | +5.3% | +12.8% |
| 6M | -37.3% | +32.0% | -69.3% | -40.9% |
| YTD | -26.5% | +43.3% | -69.8% | -32.1% |
| 1Y | -46.5% | +63.7% | -110.1% | -51.9% |
| 3Y | +121.1% | +58.0% | +63.1% | +95.8% |
| 5Y | +37.5% | +105.0% | -67.5% | +9.2% |
| All | +481.0% | +228.4% | +252.7% | +294.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling