+892.4%
BKNG vs MLM
+1,212.2%
-319.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.4% |
| 7D | -6.0% | -2.9% | -3.1% | -4.8% |
| 30D | -6.6% | -6.8% | +0.2% | -3.8% |
| 3M | +15.7% | -11.2% | +26.9% | +21.5% |
| 6M | +14.1% | -21.8% | +36.0% | +26.1% |
| YTD | -9.3% | -17.0% | +7.6% | -3.0% |
| 1Y | -12.8% | -16.4% | +3.6% | -7.1% |
| 3Y | +58.4% | +14.5% | +44.0% | +44.7% |
| 5Y | +114.1% | +41.7% | +72.4% | +76.5% |
| 10Y | +246.8% | +200.0% | +46.8% | +93.0% |
| All | +892.4% | +1,212.2% | -319.8% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling