+166.1%
BKNG vs MLM
+140.5%
+25.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -6.3% | -5.8% | -0.5% | -3.7% |
| 30D | +1.1% | +9.8% | -8.7% | -3.1% |
| 3M | -24.6% | -5.2% | -19.4% | -22.8% |
| 6M | +2.0% | -10.3% | +12.3% | +6.6% |
| YTD | -24.7% | -15.5% | -9.2% | -20.0% |
| 1Y | -20.0% | -15.0% | -4.9% | -15.2% |
| 3Y | +33.4% | +17.5% | +15.9% | +19.1% |
| 5Y | +65.4% | +30.5% | +34.8% | +38.1% |
| 10Y | +166.1% | +145.5% | +20.6% | +55.0% |
| All | +166.1% | +140.5% | +25.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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