-19.9%
BKNG vs MP
-19.8%
-0.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.5% |
| 7D | -10.7% | -4.6% | -6.1% | -10.7% |
| 30D | -18.1% | -7.1% | -11.0% | -18.1% |
| 3M | +8.5% | -4.0% | +12.5% | +8.7% |
| 6M | -0.1% | -16.7% | +16.6% | -0.2% |
| YTD | -18.2% | +1.6% | -19.8% | -19.6% |
| 1Y | -19.9% | -17.8% | -2.1% | -20.6% |
| All | -19.9% | -19.8% | -0.1% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling