+921.8%
BKNG vs MPC
+2,977.1%
-2,055.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -6.0% | +5.4% | -11.4% | -7.6% |
| 30D | -6.6% | +31.0% | -37.6% | -14.4% |
| 3M | +15.7% | +46.0% | -30.3% | +1.7% |
| 6M | +14.1% | +77.3% | -63.2% | -6.9% |
| YTD | -9.3% | +141.9% | -151.2% | -33.6% |
| 1Y | -12.8% | +120.9% | -133.7% | -34.5% |
| 3Y | +58.4% | +182.7% | -124.3% | +5.8% |
| 5Y | +114.1% | +646.4% | -532.3% | -0.1% |
| 10Y | +246.8% | +1,138.7% | -891.9% | +22.0% |
| All | +921.8% | +2,977.1% | -2,055.3% | +148.5% |
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