+58.6%
BKNG vs MLM
+29.9%
+28.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +2.3% | -2.9% | +5.2% | +3.8% |
| 30D | -0.7% | +10.4% | -11.1% | -5.4% |
| 3M | -25.0% | -3.7% | -21.3% | -23.7% |
| 6M | -3.5% | -10.3% | +6.7% | +1.1% |
| YTD | -25.1% | -14.8% | -10.3% | -20.6% |
| 1Y | -19.0% | -13.9% | -5.1% | -14.7% |
| 3Y | +32.6% | +18.4% | +14.2% | +12.3% |
| 5Y | +58.6% | +31.8% | +26.8% | +18.0% |
| All | +58.6% | +29.9% | +28.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling