+209.9%
BKNG vs MRSH
+219.5%
-9.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -10.7% | -5.9% | -4.7% | -7.1% |
| 30D | -18.1% | -7.3% | -10.8% | -14.0% |
| 3M | +8.5% | +6.7% | +1.9% | +4.3% |
| 6M | -0.1% | +3.0% | -3.1% | -2.4% |
| YTD | -18.2% | -2.9% | -15.3% | -17.4% |
| 1Y | -19.9% | -9.0% | -10.9% | -16.0% |
| 3Y | +41.6% | -4.3% | +45.9% | +40.9% |
| 5Y | +93.1% | +19.4% | +73.7% | +62.7% |
| All | +209.9% | +219.5% | -9.6% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling