+39.8%
BKNG vs MDY
+47.3%
-7.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.2% |
| 7D | -10.7% | -2.5% | -8.1% | -8.9% |
| 30D | -18.1% | -5.0% | -13.1% | -15.0% |
| 3M | +8.5% | +0.5% | +8.1% | +7.9% |
| 6M | -0.1% | +8.0% | -8.1% | -6.0% |
| YTD | -18.2% | +12.2% | -30.4% | -25.3% |
| 1Y | -19.9% | +14.0% | -33.8% | -27.8% |
| All | +39.8% | +47.3% | -7.4% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling