+91.0%
BKNG vs MPC
+687.9%
-596.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.9% |
| 7D | -13.1% | +3.2% | -16.3% | -13.7% |
| 30D | -18.5% | +25.0% | -43.6% | -22.4% |
| 3M | +5.8% | +55.2% | -49.4% | -4.7% |
| 6M | -2.1% | +86.4% | -88.5% | -16.8% |
| YTD | -18.6% | +148.5% | -167.1% | -36.8% |
| 1Y | -21.7% | +121.7% | -143.4% | -37.2% |
| 3Y | +40.9% | +172.9% | -132.0% | +1.0% |
| 5Y | +91.0% | +679.9% | -589.0% | -24.7% |
| All | +91.0% | +687.9% | -596.9% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling