+1,089.0%
MSTR vs MRK
+555.8%
+533.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.0% |
| 7D | -4.0% | +0.3% | -4.2% | -4.0% |
| 30D | -18.6% | +2.2% | -20.8% | -19.3% |
| 3M | +25.6% | +16.4% | +9.2% | +19.8% |
| 6M | -33.1% | +35.3% | -68.4% | -39.5% |
| YTD | -17.3% | +44.2% | -61.6% | -26.9% |
| 1Y | -48.1% | +77.5% | -125.6% | -57.1% |
| 3Y | +154.2% | +59.2% | +95.0% | +111.9% |
| 5Y | +46.2% | +109.6% | -63.4% | +9.2% |
| 10Y | +554.5% | +229.6% | +324.9% | +309.6% |
| All | +1,089.0% | +555.8% | +533.2% | +280.3% |
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