+76.2%
BND vs MKC
+312.5%
-236.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | -0.1% |
| 7D | +0.1% | -4.3% | +4.5% | +0.2% |
| 30D | -0.4% | -2.0% | +1.6% | -0.3% |
| 3M | -0.2% | +10.0% | -10.2% | -0.4% |
| 6M | -1.2% | -18.5% | +17.4% | -1.0% |
| YTD | -0.3% | -22.4% | +22.1% | -0.1% |
| 1Y | +0.4% | -23.6% | +24.0% | +0.7% |
| 3Y | +13.4% | -30.4% | +43.8% | +13.7% |
| 5Y | -1.5% | -34.2% | +32.7% | -1.2% |
| 10Y | +15.5% | +26.8% | -11.4% | +17.3% |
| All | +76.2% | +312.5% | -236.3% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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