+76.1%
BND vs MLM
+366.1%
-290.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.8% | -0.1% |
| 7D | 0.0% | -4.1% | +4.2% | 0.0% |
| 30D | +2.3% | +8.2% | -5.9% | +2.3% |
| 3M | -0.2% | -3.6% | +3.4% | -0.2% |
| 6M | -1.0% | -15.6% | +14.6% | -1.0% |
| YTD | -0.4% | -16.4% | +16.1% | -0.4% |
| 1Y | -0.1% | -14.3% | +14.2% | -0.2% |
| 3Y | +15.1% | +19.3% | -4.2% | +15.3% |
| 5Y | -1.5% | +29.6% | -31.1% | -1.3% |
| 10Y | +16.0% | +189.9% | -173.9% | +17.8% |
| All | +76.1% | +366.1% | -290.0% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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