+152.6%
BKNG vs MP
+278.3%
-125.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.4% |
| 7D | -4.5% | +11.0% | -15.5% | -5.5% |
| 30D | +2.3% | -11.7% | +14.1% | +3.4% |
| 3M | -23.9% | -30.8% | +6.9% | -21.3% |
| 6M | +0.9% | -42.9% | +43.8% | +5.7% |
| YTD | -24.2% | -25.9% | +1.7% | -24.0% |
| 1Y | -21.4% | -37.3% | +15.9% | -19.9% |
| 3Y | +34.2% | +150.7% | -116.5% | +3.1% |
| 5Y | +68.3% | -19.3% | +87.5% | +49.2% |
| All | +152.6% | +278.3% | -125.7% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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