+74.6%
BND vs MCO
+866.4%
-791.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.0% | -3.8% | +2.8% | -1.0% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | -1.9% | +7.7% | -9.6% | -1.9% |
| 6M | -1.6% | +7.0% | -8.6% | -1.6% |
| YTD | -1.2% | -6.4% | +5.2% | -1.2% |
| 1Y | -0.7% | -7.6% | +6.9% | -0.7% |
| 3Y | +12.5% | +43.2% | -30.7% | +12.6% |
| 5Y | -2.5% | +29.6% | -32.1% | -2.6% |
| 10Y | +14.9% | +389.2% | -374.3% | +17.7% |
| All | +74.6% | +866.4% | -791.8% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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