+795.1%
BKNG vs MRSH
+782.2%
+12.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -10.7% | -5.9% | -4.7% | -7.5% |
| 30D | -18.1% | -7.3% | -10.8% | -14.5% |
| 3M | +8.5% | +6.7% | +1.9% | +4.8% |
| 6M | -0.1% | +3.0% | -3.1% | -2.1% |
| YTD | -18.2% | -2.9% | -15.3% | -17.4% |
| 1Y | -19.9% | -9.0% | -10.9% | -16.5% |
| 3Y | +41.6% | -4.3% | +45.9% | +41.9% |
| 5Y | +93.1% | +19.4% | +73.7% | +70.2% |
| 10Y | +214.8% | +218.1% | -3.3% | +61.6% |
| All | +795.1% | +782.2% | +12.9% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling