-12.8%
BKNG vs MRSH
-7.9%
-4.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -6.0% | -3.6% | -2.4% | -4.4% |
| 30D | -6.6% | -3.0% | -3.6% | -5.3% |
| 3M | +15.7% | +15.8% | -0.1% | +9.1% |
| 6M | +14.1% | +1.6% | +12.6% | +12.7% |
| YTD | -9.3% | +1.7% | -11.1% | -10.6% |
| 1Y | -12.8% | -8.0% | -4.7% | -11.9% |
| All | -12.8% | -7.9% | -4.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling