-20.2%
BKNG vs MDB
+10.9%
-31.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.1% |
| 7D | -10.7% | -2.8% | -7.9% | -10.3% |
| 30D | -18.1% | -14.9% | -3.2% | -16.5% |
| 3M | +8.5% | +7.3% | +1.2% | +5.9% |
| 6M | -0.1% | +38.2% | -38.2% | -8.7% |
| YTD | -18.2% | -10.9% | -7.3% | -19.6% |
| All | -20.2% | +10.9% | -31.1% | -25.6% |
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