+745.6%
BKNG vs MPC
+3,180.8%
-2,435.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -0.7% | +11.2% | -11.9% | -3.8% |
| 30D | -0.7% | -14.5% | +13.8% | +3.5% |
| 3M | -25.0% | +16.7% | -41.7% | -29.3% |
| 6M | +3.4% | +67.6% | -64.1% | -14.0% |
| YTD | -25.0% | +157.9% | -182.9% | -46.7% |
| 1Y | -20.7% | +116.7% | -137.3% | -40.4% |
| 3Y | +30.9% | +199.8% | -168.8% | -14.8% |
| 5Y | +66.6% | +604.4% | -537.8% | -21.4% |
| 10Y | +165.1% | +1,171.5% | -1,006.4% | -8.2% |
| All | +745.6% | +3,180.8% | -2,435.2% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling