+39.1%
BKNG vs MPC
+171.8%
-132.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.8% |
| 7D | -13.1% | +3.2% | -16.3% | -13.3% |
| 30D | -18.5% | +25.0% | -43.6% | -19.7% |
| 3M | +5.8% | +55.2% | -49.4% | +2.1% |
| 6M | -2.1% | +86.4% | -88.5% | -8.4% |
| YTD | -18.6% | +148.5% | -167.1% | -28.0% |
| 1Y | -21.7% | +121.7% | -143.4% | -29.2% |
| All | +39.1% | +171.8% | -132.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling