+150.0%
BKNG vs MP
+291.5%
-141.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.4% |
| 7D | -0.7% | +9.5% | -10.1% | -1.6% |
| 30D | -0.7% | -3.0% | +2.3% | -0.6% |
| 3M | -25.0% | -30.4% | +5.3% | -22.5% |
| 6M | +3.4% | -39.2% | +42.6% | +7.6% |
| YTD | -25.0% | -23.3% | -1.7% | -25.1% |
| 1Y | -20.7% | -32.6% | +12.0% | -19.8% |
| 3Y | +30.9% | +159.3% | -128.3% | +0.3% |
| 5Y | +66.6% | -16.4% | +83.0% | +47.1% |
| All | +150.0% | +291.5% | -141.5% | +80.6% |
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