-19.4%
BKNG vs MDLN
+15.3%
-34.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +18.4% | -8.5% | +5.6% |
| 7D | +15.6% | +24.7% | -9.1% | +10.1% |
| 30D | +8.0% | +12.7% | -4.7% | +4.6% |
| 3M | -11.8% | -4.0% | -7.8% | -12.9% |
| 6M | +3.8% | -8.7% | +12.5% | +2.6% |
| YTD | -19.6% | -3.9% | -15.7% | -20.2% |
| All | -19.4% | +15.3% | -34.7% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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