-13.6%
BKNG vs MULL
+444.9%
-458.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -13.8% | +23.6% | +9.5% |
| 7D | +15.6% | -35.9% | +51.5% | +14.7% |
| 30D | +8.0% | -47.3% | +55.3% | +7.1% |
| 3M | -11.8% | -30.6% | +18.8% | -12.2% |
| 6M | +3.8% | +13.7% | -9.9% | -1.5% |
| YTD | -19.6% | +272.1% | -291.7% | -28.8% |
| 1Y | -13.6% | +475.1% | -488.7% | -26.2% |
| All | -13.6% | +444.9% | -458.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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