+93.1%
BKNG vs MMM
+24.2%
+68.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | -10.7% | -3.2% | -7.4% | -9.7% |
| 30D | -18.1% | -10.7% | -7.4% | -15.1% |
| 3M | +8.5% | +4.3% | +4.2% | +7.3% |
| 6M | -0.1% | +5.9% | -6.0% | -1.8% |
| YTD | -18.2% | +3.2% | -21.4% | -19.4% |
| 1Y | -19.9% | +8.0% | -27.9% | -22.4% |
| 3Y | +41.6% | +99.1% | -57.5% | +10.0% |
| 5Y | +93.1% | +25.7% | +67.4% | +84.0% |
| All | +93.1% | +24.2% | +68.9% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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