+93.1%
BKNG vs MDB
-22.0%
+115.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.2% |
| 7D | -10.7% | -2.8% | -7.9% | -10.3% |
| 30D | -18.1% | -14.9% | -3.2% | -16.3% |
| 3M | +8.5% | +7.3% | +1.2% | +6.1% |
| 6M | -0.1% | +38.2% | -38.2% | -7.4% |
| YTD | -18.2% | -10.9% | -7.3% | -19.1% |
| 1Y | -19.9% | +11.6% | -31.5% | -24.0% |
| 3Y | +41.6% | -0.9% | +42.5% | +28.4% |
| 5Y | +93.1% | -23.5% | +116.6% | +69.1% |
| All | +93.1% | -22.0% | +115.1% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling