-13.6%
BKNG vs MPC
+122.9%
-136.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -8.1% | +17.9% | +7.8% |
| 7D | +15.6% | -10.9% | +26.5% | +12.7% |
| 30D | +8.0% | -9.4% | +17.4% | +6.0% |
| 3M | -11.8% | +26.0% | -37.7% | -6.2% |
| 6M | +3.8% | +56.5% | -52.7% | +15.3% |
| YTD | -19.6% | +144.3% | -163.9% | -10.7% |
| 1Y | -13.6% | +117.2% | -130.8% | -1.6% |
| All | -13.6% | +122.9% | -136.5% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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