+213.2%
BKNG vs MLM
+203.1%
+10.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.1% | -3.0% |
| 7D | -13.1% | -2.7% | -10.4% | -12.0% |
| 30D | -18.5% | -8.3% | -10.2% | -15.3% |
| 3M | +5.8% | -12.0% | +17.7% | +11.7% |
| 6M | -2.1% | -17.6% | +15.5% | +6.1% |
| YTD | -18.6% | -18.9% | +0.2% | -12.0% |
| 1Y | -21.7% | -17.6% | -4.0% | -16.0% |
| 3Y | +40.9% | +16.8% | +24.1% | +26.3% |
| 5Y | +91.0% | +41.0% | +49.9% | +55.1% |
| 10Y | +213.2% | +209.3% | +3.9% | +84.8% |
| All | +213.2% | +203.1% | +10.1% | +84.8% |
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