+1.8%
MBND vs SPY
+111.5%
-109.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.1% | -0.4% | +0.2% | -0.1% |
| 30D | -1.2% | -1.4% | +0.2% | -1.1% |
| 3M | -1.8% | +3.7% | -5.5% | -1.9% |
| 6M | -1.8% | +13.0% | -14.8% | -2.2% |
| YTD | -0.7% | +12.4% | -13.1% | -1.0% |
| 1Y | +0.9% | +18.5% | -17.6% | +0.5% |
| 3Y | +9.8% | +77.6% | -67.8% | +7.7% |
| 5Y | +0.9% | +81.7% | -80.8% | -1.5% |
| All | +1.8% | +111.5% | -109.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling