+793.0%
BKNG vs MDY
+1,283.8%
-490.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.1% |
| 7D | -10.0% | -1.9% | -8.2% | -8.1% |
| 30D | -18.1% | -4.6% | -13.4% | -13.7% |
| 3M | +6.3% | -1.2% | +7.5% | +7.5% |
| 6M | +0.8% | +9.2% | -8.4% | -9.0% |
| YTD | -18.4% | +13.1% | -31.5% | -29.3% |
| 1Y | -20.4% | +13.0% | -33.4% | -31.2% |
| 3Y | +39.5% | +49.2% | -9.7% | -13.6% |
| 5Y | +92.7% | +47.2% | +45.4% | +21.4% |
| 10Y | +214.1% | +176.0% | +38.1% | -7.1% |
| All | +793.0% | +1,283.8% | -490.9% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling