+1,384.0%
MU vs BKNG
+40.5%
+1,343.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +3.9% |
| 7D | +7.5% | -13.1% | +20.6% | +12.2% |
| 30D | +19.4% | -18.5% | +37.9% | +26.9% |
| 3M | +9.8% | +5.8% | +4.1% | +2.4% |
| 6M | +164.1% | -2.1% | +166.3% | +152.2% |
| YTD | +260.3% | -18.6% | +279.0% | +285.1% |
| 1Y | +661.2% | -21.7% | +682.8% | +728.1% |
| All | +1,384.0% | +40.5% | +1,343.5% | +983.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling