+46.5%
BKNG vs MP
+159.6%
-113.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.3% | -6.8% |
| 7D | -7.9% | +3.0% | -10.9% | -8.0% |
| 30D | -15.9% | +8.3% | -24.2% | -16.2% |
| 3M | +11.1% | -3.8% | +14.9% | +11.1% |
| 6M | -0.7% | -4.9% | +4.2% | -1.0% |
| YTD | -15.4% | +9.6% | -25.0% | -16.8% |
| 1Y | -18.5% | -11.7% | -6.8% | -19.2% |
| 3Y | +46.5% | +158.5% | -112.0% | +31.0% |
| All | +46.5% | +159.6% | -113.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling