+795.1%
BKNG vs MCO
+4,506.7%
-3,711.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | -10.7% | -7.3% | -3.3% | -7.5% |
| 30D | -18.1% | -1.7% | -16.4% | -17.4% |
| 3M | +8.5% | +3.9% | +4.6% | +6.7% |
| 6M | -0.1% | +3.8% | -3.9% | -1.7% |
| YTD | -18.2% | -7.9% | -10.3% | -15.3% |
| 1Y | -19.9% | -6.8% | -13.0% | -17.6% |
| 3Y | +41.6% | +40.9% | +0.7% | +19.9% |
| 5Y | +93.1% | +27.5% | +65.6% | +68.8% |
| 10Y | +214.8% | +381.4% | -166.6% | +52.3% |
| All | +795.1% | +4,506.7% | -3,711.6% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling