+98.8%
BKNG vs MLM
+43.0%
+55.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.5% |
| 7D | -7.9% | +1.4% | -9.3% | -8.5% |
| 30D | -15.9% | -6.5% | -9.4% | -13.2% |
| 3M | +11.1% | -7.4% | +18.5% | +14.9% |
| 6M | -0.7% | -15.8% | +15.1% | +7.1% |
| YTD | -15.4% | -17.4% | +2.0% | -9.1% |
| 1Y | -18.5% | -17.9% | -0.6% | -12.3% |
| 3Y | +46.5% | +18.9% | +27.6% | +24.5% |
| 5Y | +98.8% | +43.4% | +55.3% | +50.8% |
| All | +98.8% | +43.0% | +55.7% | +50.8% |
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 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