+3.4%
BKNG vs MPC
+64.7%
-61.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -0.9% |
| 7D | -0.7% | +11.2% | -11.9% | +2.8% |
| 30D | -0.7% | -14.5% | +13.8% | -5.2% |
| 3M | -25.0% | +16.7% | -41.7% | -18.9% |
| 6M | +3.4% | +67.6% | -64.1% | +30.7% |
| All | +3.4% | +64.7% | -61.3% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling