+825.7%
BKNG vs M
+123.1%
+702.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -6.0% |
| 7D | -7.9% | +2.4% | -10.2% | -8.5% |
| 30D | -15.9% | -11.6% | -4.3% | -12.9% |
| 3M | +11.1% | +1.6% | +9.5% | +10.1% |
| 6M | -0.7% | +25.2% | -25.9% | -7.6% |
| YTD | -15.4% | +3.8% | -19.2% | -17.3% |
| 1Y | -18.5% | +36.3% | -54.9% | -26.8% |
| 3Y | +46.5% | +116.3% | -69.9% | +6.4% |
| 5Y | +98.8% | +28.2% | +70.6% | +55.6% |
| 10Y | +218.4% | -3.4% | +221.8% | +112.9% |
| All | +825.7% | +123.1% | +702.7% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling