-12.8%
BKNG vs MAR
+27.3%
-40.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | -6.0% | -4.2% | -1.9% | -4.0% |
| 30D | -6.6% | -6.7% | 0.0% | -3.5% |
| 3M | +15.7% | -12.5% | +28.2% | +22.9% |
| 6M | +14.1% | +0.6% | +13.6% | +14.0% |
| YTD | -9.3% | +9.1% | -18.4% | -11.9% |
| 1Y | -12.8% | +26.2% | -39.0% | -19.6% |
| All | -12.8% | +27.3% | -40.0% | -19.6% |
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