-13.6%
BKNG vs MAR
+62.0%
-75.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.8% | +8.8% |
| 7D | +15.6% | +7.7% | +7.8% | +11.5% |
| 30D | +8.0% | +19.4% | -11.4% | -1.1% |
| 3M | -11.8% | +23.3% | -35.1% | -20.5% |
| 6M | +3.8% | +22.8% | -19.1% | -6.5% |
| YTD | -19.6% | +37.8% | -57.4% | -30.4% |
| 1Y | -13.6% | +57.4% | -71.0% | -29.4% |
| All | -13.6% | +62.0% | -75.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling