+19,734.4%
BKNG vs MKTX
+1,443.5%
+18,290.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -10.7% | -0.2% | -10.5% | -10.6% |
| 30D | -18.1% | +0.8% | -18.9% | -18.2% |
| 3M | +8.5% | +41.1% | -32.6% | -0.6% |
| 6M | -0.1% | -9.5% | +9.5% | +0.8% |
| YTD | -18.2% | -8.7% | -9.5% | -17.9% |
| 1Y | -19.9% | -10.0% | -9.9% | -19.5% |
| 3Y | +41.6% | -24.6% | +66.2% | +43.5% |
| 5Y | +93.1% | -60.3% | +153.4% | +122.7% |
| 10Y | +214.8% | +5.0% | +209.8% | +173.7% |
| All | +19,734.4% | +1,443.5% | +18,290.9% | +7,825.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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