+46.2%
MSTR vs MRK
+107.3%
-61.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.7% |
| 7D | -4.0% | +0.3% | -4.2% | -4.0% |
| 30D | -18.6% | +2.2% | -20.8% | -18.7% |
| 3M | +25.6% | +16.4% | +9.2% | +25.0% |
| 6M | -33.1% | +35.3% | -68.4% | -33.7% |
| YTD | -17.3% | +44.2% | -61.6% | -18.1% |
| 1Y | -48.1% | +77.5% | -125.6% | -48.9% |
| 3Y | +154.2% | +59.2% | +95.0% | +148.5% |
| 5Y | +46.2% | +109.6% | -63.4% | +30.5% |
| All | +46.2% | +107.3% | -61.1% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling