+209.9%
BKNG vs MPC
+1,167.6%
-957.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -10.7% | +1.2% | -11.9% | -11.1% |
| 30D | -18.1% | +17.0% | -35.1% | -22.2% |
| 3M | +8.5% | +49.5% | -40.9% | -5.7% |
| 6M | -0.1% | +83.5% | -83.6% | -20.0% |
| YTD | -18.2% | +144.1% | -162.3% | -41.2% |
| 1Y | -19.9% | +119.6% | -139.5% | -40.4% |
| 3Y | +41.6% | +168.1% | -126.5% | -5.7% |
| 5Y | +93.1% | +671.3% | -578.2% | -16.3% |
| All | +209.9% | +1,167.6% | -957.7% | +7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling