+209.9%
BKNG vs MTB
+172.9%
+37.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -10.7% | -0.4% | -10.2% | -10.5% |
| 30D | -18.1% | -4.6% | -13.5% | -16.3% |
| 3M | +8.5% | +7.4% | +1.1% | +4.8% |
| 6M | -0.1% | +18.7% | -18.7% | -8.0% |
| YTD | -18.2% | +21.1% | -39.3% | -25.6% |
| 1Y | -19.9% | +24.1% | -43.9% | -28.0% |
| 3Y | +41.6% | +115.3% | -73.7% | -5.3% |
| 5Y | +93.1% | +106.0% | -12.9% | +27.2% |
| All | +209.9% | +172.9% | +37.0% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling