-13.6%
BKNG vs MRSH
+20.0%
-33.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.3% | +6.5% | +7.9% |
| 7D | +15.6% | +9.4% | +6.2% | +10.1% |
| 30D | +8.0% | +23.4% | -15.5% | -3.6% |
| 3M | -11.8% | +9.9% | -21.7% | -16.3% |
| 6M | +3.8% | +26.0% | -22.3% | -7.5% |
| YTD | -19.6% | +15.2% | -34.8% | -25.5% |
| 1Y | -13.6% | +18.4% | -32.0% | -21.1% |
| All | -13.6% | +20.0% | -33.6% | -21.1% |
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