+18,216.2%
BKNG vs MOH
+1,330.6%
+16,885.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | 0.0% |
| 7D | -10.7% | -1.3% | -9.4% | -10.4% |
| 30D | -18.1% | +3.0% | -21.1% | -18.5% |
| 3M | +8.5% | +1.2% | +7.3% | +8.0% |
| 6M | -0.1% | +41.7% | -41.8% | -6.3% |
| YTD | -18.2% | +15.4% | -33.6% | -21.7% |
| 1Y | -19.9% | +11.8% | -31.7% | -23.3% |
| 3Y | +41.6% | -37.5% | +79.1% | +44.2% |
| 5Y | +93.1% | -20.6% | +113.8% | +86.2% |
| 10Y | +214.8% | +255.8% | -41.0% | +119.2% |
| All | +18,216.2% | +1,330.6% | +16,885.6% | +8,310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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