+209.9%
BKNG vs MDT
+40.9%
+169.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -10.7% | -1.6% | -9.1% | -9.8% |
| 30D | -18.1% | +1.0% | -19.1% | -18.6% |
| 3M | +8.5% | +15.2% | -6.7% | +0.2% |
| 6M | -0.1% | +3.7% | -3.7% | -2.5% |
| YTD | -18.2% | -3.0% | -15.3% | -17.7% |
| 1Y | -19.9% | +2.5% | -22.3% | -22.1% |
| 3Y | +41.6% | +26.5% | +15.2% | +17.3% |
| 5Y | +93.1% | -18.3% | +111.4% | +111.1% |
| All | +209.9% | +40.9% | +169.0% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling