-13.6%
BKNG vs MO
+45.9%
-59.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.4% | +9.8% |
| 7D | +15.6% | +6.9% | +8.7% | +15.6% |
| 30D | +8.0% | +14.9% | -6.9% | +8.6% |
| 3M | -11.8% | +16.4% | -28.2% | -11.3% |
| 6M | +3.8% | +9.6% | -5.8% | +3.7% |
| YTD | -19.6% | +41.8% | -61.5% | -10.4% |
| 1Y | -13.6% | +45.3% | -58.9% | -3.8% |
| All | -13.6% | +45.9% | -59.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling