-13.6%
BKNG vs MCO
+9.9%
-23.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.9% | +4.9% | +6.5% |
| 7D | +15.6% | +10.7% | +4.9% | +8.2% |
| 30D | +8.0% | +17.9% | -9.9% | -3.0% |
| 3M | -11.8% | +9.5% | -21.2% | -16.8% |
| 6M | +3.8% | +18.1% | -14.3% | -7.0% |
| YTD | -19.6% | +4.1% | -23.7% | -21.2% |
| 1Y | -13.6% | +9.3% | -22.9% | -17.7% |
| All | -13.6% | +9.9% | -23.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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