+30.9%
BKNG vs MPC
+203.2%
-172.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -0.7% | +11.2% | -11.9% | -1.0% |
| 30D | -0.7% | -14.5% | +13.8% | -0.1% |
| 3M | -25.0% | +16.7% | -41.7% | -25.9% |
| 6M | +3.4% | +67.6% | -64.1% | -1.2% |
| YTD | -25.0% | +157.9% | -182.9% | -34.2% |
| 1Y | -20.7% | +116.7% | -137.3% | -27.9% |
| 3Y | +30.9% | +199.8% | -168.8% | +11.9% |
| All | +30.9% | +203.2% | -172.3% | +11.9% |
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