+39.8%
BKNG vs MTCH
-2.2%
+42.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -10.7% | -1.4% | -9.2% | -10.3% |
| 30D | -18.1% | +13.6% | -31.7% | -20.5% |
| 3M | +8.5% | +22.4% | -13.9% | +3.4% |
| 6M | -0.1% | +37.2% | -37.2% | -7.3% |
| YTD | -18.2% | +31.8% | -50.0% | -23.6% |
| 1Y | -19.9% | +12.9% | -32.8% | -23.1% |
| All | +39.8% | -2.2% | +42.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling