+209.9%
BKNG vs MKC
+29.3%
+180.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | -10.7% | -2.8% | -7.8% | -10.1% |
| 30D | -18.1% | -3.4% | -14.7% | -17.4% |
| 3M | +8.5% | +3.8% | +4.8% | +7.6% |
| 6M | -0.1% | -17.9% | +17.9% | +4.1% |
| YTD | -18.2% | -23.6% | +5.4% | -13.7% |
| 1Y | -19.9% | -23.1% | +3.2% | -15.7% |
| 3Y | +41.6% | -31.5% | +73.1% | +51.6% |
| 5Y | +93.1% | -33.1% | +126.2% | +104.8% |
| All | +209.9% | +29.3% | +180.6% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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