+1,252.0%
MSTR vs MRK
+558.8%
+693.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | +12.2% | +1.3% | +10.8% | +11.7% |
| 30D | +45.2% | +17.1% | +28.0% | +38.5% |
| 3M | +10.4% | +25.9% | -15.5% | +2.3% |
| 6M | -2.5% | +26.8% | -29.3% | -9.9% |
| YTD | -6.0% | +44.9% | -50.9% | -16.9% |
| 1Y | -56.4% | +84.8% | -141.2% | -64.4% |
| 3Y | +306.3% | +50.1% | +256.2% | +245.6% |
| 5Y | +100.5% | +127.4% | -26.9% | +45.3% |
| 10Y | +741.1% | +240.0% | +501.1% | +420.4% |
| All | +1,252.0% | +558.8% | +693.1% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling