+76.2%
BND vs MDY
+455.6%
-379.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | -0.4% | -3.1% | +2.8% | -0.4% |
| 3M | -0.2% | +1.8% | -2.1% | -0.2% |
| 6M | -1.2% | +10.8% | -12.0% | -1.1% |
| YTD | -0.3% | +14.4% | -14.7% | -0.3% |
| 1Y | +0.4% | +15.2% | -14.8% | +0.5% |
| 3Y | +13.4% | +51.2% | -37.8% | +13.7% |
| 5Y | -1.5% | +47.2% | -48.8% | -1.3% |
| 10Y | +15.5% | +171.1% | -155.7% | +17.5% |
| All | +76.2% | +455.6% | -379.4% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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