+171.1%
BKNG vs MP
+448.5%
-277.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.6% |
| 7D | -13.1% | -0.7% | -12.4% | -13.1% |
| 30D | -18.5% | -0.7% | -17.9% | -18.6% |
| 3M | +5.8% | 0.0% | +5.8% | +5.1% |
| 6M | -2.1% | -10.0% | +7.8% | -2.4% |
| YTD | -18.6% | +7.5% | -26.1% | -21.2% |
| 1Y | -21.7% | -14.0% | -7.6% | -23.1% |
| 3Y | +40.9% | +153.5% | -112.6% | +10.8% |
| 5Y | +91.0% | +62.7% | +28.2% | +59.1% |
| All | +171.1% | +448.5% | -277.4% | +89.8% |
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