+825.7%
BKNG vs MMM
+1,092.4%
-266.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -6.4% |
| 7D | -7.9% | -1.6% | -6.3% | -7.1% |
| 30D | -15.9% | -8.0% | -7.9% | -12.2% |
| 3M | +11.1% | +9.4% | +1.7% | +6.0% |
| 6M | -0.7% | +10.2% | -10.9% | -6.0% |
| YTD | -15.4% | +6.1% | -21.5% | -19.0% |
| 1Y | -18.5% | +10.8% | -29.3% | -24.1% |
| 3Y | +46.5% | +104.8% | -58.3% | -7.3% |
| 5Y | +98.8% | +27.0% | +71.7% | +61.5% |
| 10Y | +218.4% | +53.8% | +164.6% | +119.5% |
| All | +825.7% | +1,092.4% | -266.6% | +443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling