+113.8%
MSTR vs MRK
+128.4%
-14.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.3% |
| 7D | +9.3% | -0.9% | +10.3% | +9.4% |
| 30D | +36.5% | +15.5% | +21.0% | +35.6% |
| 3M | +7.3% | +25.1% | -17.8% | +6.3% |
| 6M | +2.2% | +30.1% | -27.9% | +1.0% |
| YTD | -10.2% | +43.1% | -53.3% | -11.6% |
| 1Y | -58.6% | +82.5% | -141.1% | -59.8% |
| 3Y | +283.2% | +49.3% | +233.9% | +272.5% |
| 5Y | +113.8% | +130.3% | -16.5% | +85.2% |
| All | +113.8% | +128.4% | -14.6% | +85.2% |
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