+4,226.9%
MU vs BKNG
+993.0%
+3,233.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.3% |
| 7D | +9.0% | -6.0% | +15.0% | +10.5% |
| 30D | +13.8% | -6.6% | +20.4% | +15.4% |
| 3M | +2.1% | +15.7% | -13.6% | -2.7% |
| 6M | +153.8% | +14.1% | +139.7% | +141.0% |
| YTD | +256.4% | -9.3% | +265.7% | +257.1% |
| 1Y | +719.8% | -12.8% | +732.5% | +726.7% |
| 3Y | +1,360.4% | +58.4% | +1,301.9% | +1,185.7% |
| 5Y | +1,312.4% | +114.1% | +1,198.3% | +1,056.8% |
| 10Y | +6,142.6% | +246.8% | +5,895.7% | +4,514.2% |
| All | +4,226.9% | +993.0% | +3,233.9% | +1,469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling