+214.0%
BKNG vs MCO
+389.1%
-175.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -9.1% | -3.2% | -5.9% | -7.4% |
| 30D | -17.1% | -1.4% | -15.7% | -16.4% |
| 3M | +6.6% | +6.9% | -0.4% | +2.7% |
| 6M | +3.9% | +11.6% | -7.8% | -2.2% |
| YTD | -17.6% | -5.8% | -11.7% | -15.1% |
| 1Y | -19.0% | -5.9% | -13.0% | -16.8% |
| 3Y | +40.3% | +40.4% | 0.0% | +13.8% |
| 5Y | +92.7% | +31.2% | +61.5% | +58.5% |
| 10Y | +214.0% | +389.1% | -175.1% | +33.7% |
| All | +214.0% | +389.1% | -175.1% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling