-12.8%
BKNG vs MDB
+18.3%
-31.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.4% |
| 7D | -6.0% | -17.4% | +11.4% | -3.6% |
| 30D | -6.6% | -2.0% | -4.6% | -7.1% |
| 3M | +15.7% | -3.0% | +18.7% | +14.8% |
| 6M | +14.1% | +48.7% | -34.5% | +2.7% |
| YTD | -9.3% | -12.1% | +2.8% | -10.7% |
| 1Y | -12.8% | +14.5% | -27.3% | -18.1% |
| All | -12.8% | +18.3% | -31.1% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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