+265.1%
MU vs BKNG
-13.7%
+278.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.8% | -16.8% | -5.1% |
| 7D | -19.1% | +15.6% | -34.7% | -16.8% |
| 30D | -25.2% | +8.0% | -33.2% | -23.7% |
| 3M | -10.9% | -11.8% | +0.9% | -11.0% |
| 6M | +38.0% | +3.8% | +34.2% | +33.4% |
| YTD | +178.8% | -19.6% | +198.4% | +206.3% |
| 1Y | +265.1% | -13.6% | +278.7% | +283.2% |
| All | +265.1% | -13.7% | +278.9% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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