+91.7%
BKNG vs MKC
-33.3%
+125.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | -10.7% | -2.8% | -7.8% | -10.2% |
| 30D | -18.1% | -3.4% | -14.7% | -17.6% |
| 3M | +8.5% | +3.8% | +4.8% | +7.9% |
| 6M | -0.1% | -17.9% | +17.9% | +3.0% |
| YTD | -18.2% | -23.6% | +5.4% | -14.8% |
| 1Y | -19.9% | -23.1% | +3.2% | -16.8% |
| 3Y | +41.6% | -31.5% | +73.1% | +49.7% |
| All | +91.7% | -33.3% | +125.0% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling