+4,157.4%
MU vs BKNG
+919.5%
+3,237.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.1% | 0.0% |
| 7D | +7.2% | -7.9% | +15.0% | +9.2% |
| 30D | +14.0% | -15.9% | +29.9% | +18.4% |
| 3M | +5.4% | +11.1% | -5.7% | +1.3% |
| 6M | +170.3% | -0.7% | +171.0% | +165.4% |
| YTD | +250.7% | -15.4% | +266.1% | +257.0% |
| 1Y | +662.1% | -18.5% | +680.6% | +680.8% |
| 3Y | +1,341.2% | +46.5% | +1,294.8% | +1,191.9% |
| 5Y | +1,319.3% | +98.8% | +1,220.6% | +1,082.4% |
| 10Y | +5,778.3% | +218.4% | +5,559.9% | +4,328.4% |
| All | +4,157.4% | +919.5% | +3,237.8% | +1,468.8% |
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