-13.6%
BKNG vs MTB
+27.0%
-40.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.2% | +8.7% | +9.2% |
| 7D | +15.6% | +2.0% | +13.6% | +14.4% |
| 30D | +8.0% | +2.9% | +5.1% | +6.4% |
| 3M | -11.8% | -10.7% | -1.1% | -6.8% |
| 6M | +3.8% | +6.3% | -2.6% | +0.6% |
| YTD | -19.6% | +13.8% | -33.4% | -24.7% |
| 1Y | -13.6% | +27.7% | -41.3% | -25.4% |
| All | -13.6% | +27.0% | -40.5% | -25.4% |
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