+39.8%
BKNG vs M
+97.0%
-57.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.3% |
| 7D | -10.7% | -8.8% | -1.9% | -9.2% |
| 30D | -18.1% | -16.4% | -1.7% | -15.6% |
| 3M | +8.5% | -10.8% | +19.3% | +10.5% |
| 6M | -0.1% | +16.1% | -16.2% | -2.7% |
| YTD | -18.2% | -5.3% | -13.0% | -17.9% |
| 1Y | -19.9% | +24.9% | -44.7% | -22.9% |
| All | +39.8% | +97.0% | -57.2% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling