+14,909.0%
BKNG vs MA
+15,565.3%
-656.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -5.9% |
| 7D | -7.9% | -1.8% | -6.1% | -6.9% |
| 30D | -15.9% | +1.4% | -17.3% | -16.5% |
| 3M | +11.1% | +17.7% | -6.7% | +1.7% |
| 6M | -0.7% | +9.7% | -10.4% | -5.6% |
| YTD | -15.4% | +0.5% | -15.9% | -15.7% |
| 1Y | -18.5% | -2.1% | -16.5% | -17.7% |
| 3Y | +46.5% | +40.1% | +6.4% | +21.1% |
| 5Y | +98.8% | +67.5% | +31.3% | +49.2% |
| 10Y | +218.4% | +505.6% | -287.2% | +28.1% |
| All | +14,909.0% | +15,565.3% | -656.3% | +2,020.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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