-12.8%
BKNG vs MTB
+23.4%
-36.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -6.0% | +1.7% | -7.7% | -6.8% |
| 30D | -6.6% | -4.2% | -2.4% | -4.7% |
| 3M | +15.7% | +8.9% | +6.8% | +11.1% |
| 6M | +14.1% | +10.9% | +3.3% | +7.8% |
| YTD | -9.3% | +21.5% | -30.8% | -17.8% |
| 1Y | -12.8% | +21.9% | -34.7% | -23.5% |
| All | -12.8% | +23.4% | -36.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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