+69.8%
BKNG vs MPC
+600.5%
-530.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +11.2% | -11.9% | -2.5% |
| 30D | -0.7% | -14.5% | +13.8% | +1.8% |
| 3M | -25.0% | +16.7% | -41.7% | -27.8% |
| 6M | +3.4% | +67.6% | -64.1% | -8.5% |
| YTD | -25.0% | +157.9% | -182.9% | -41.9% |
| 1Y | -20.7% | +116.7% | -137.3% | -35.4% |
| 3Y | +30.9% | +199.8% | -168.8% | -7.9% |
| All | +69.8% | +600.5% | -530.7% | -26.7% |
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