+138.8%
BKNG vs MDB
+978.8%
-840.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.5% | -3.3% | -6.2% |
| 7D | -7.9% | -18.0% | +10.1% | -5.1% |
| 30D | -15.9% | -10.7% | -5.2% | -14.8% |
| 3M | +11.1% | +1.0% | +10.1% | +9.8% |
| 6M | -0.7% | +31.6% | -32.3% | -6.8% |
| YTD | -15.4% | -15.2% | -0.3% | -15.5% |
| 1Y | -18.5% | +10.1% | -28.6% | -22.3% |
| 3Y | +46.5% | -5.6% | +52.1% | +34.7% |
| 5Y | +98.8% | -24.5% | +123.3% | +74.3% |
| All | +138.8% | +978.8% | -840.0% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling