+209.9%
BKNG vs MO
+114.1%
+95.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.1% |
| 7D | -10.7% | -1.0% | -9.7% | -10.3% |
| 30D | -18.1% | +5.8% | -23.9% | -19.6% |
| 3M | +8.5% | -4.5% | +13.1% | +10.0% |
| 6M | -0.1% | +5.7% | -5.8% | -2.7% |
| YTD | -18.2% | +23.1% | -41.3% | -25.1% |
| 1Y | -19.9% | +10.9% | -30.8% | -23.9% |
| 3Y | +41.6% | +96.1% | -54.5% | +4.9% |
| 5Y | +93.1% | +100.1% | -7.0% | +38.9% |
| All | +209.9% | +114.1% | +95.8% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling