+790.5%
BKNG vs MAR
+2,564.2%
-1,773.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.6% | -4.3% |
| 7D | -13.1% | -0.5% | -12.6% | -12.8% |
| 30D | -18.5% | -4.7% | -13.9% | -16.3% |
| 3M | +5.8% | -15.6% | +21.4% | +16.2% |
| 6M | -2.1% | +1.2% | -3.3% | -3.0% |
| YTD | -18.6% | +7.5% | -26.1% | -22.4% |
| 1Y | -21.7% | +26.6% | -48.3% | -32.2% |
| 3Y | +40.9% | +66.0% | -25.1% | +3.4% |
| 5Y | +91.0% | +154.1% | -63.1% | +11.2% |
| 10Y | +213.2% | +441.9% | -228.7% | +11.7% |
| All | +790.5% | +2,564.2% | -1,773.8% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling