+91.7%
BKNG vs M
+19.4%
+72.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +1.6% |
| 7D | -10.7% | -8.8% | -1.9% | -8.8% |
| 30D | -18.1% | -16.4% | -1.7% | -14.8% |
| 3M | +8.5% | -10.8% | +19.3% | +11.0% |
| 6M | -0.1% | +16.1% | -16.2% | -3.8% |
| YTD | -18.2% | -5.3% | -13.0% | -17.9% |
| 1Y | -19.9% | +24.9% | -44.7% | -24.5% |
| 3Y | +41.6% | +97.5% | -55.9% | +11.8% |
| All | +91.7% | +19.4% | +72.3% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling