+181.3%
MCD vs BND
+15.6%
+165.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.9% | -0.1% | -2.7% | -2.8% |
| 30D | -6.7% | -0.2% | -6.5% | -6.6% |
| 3M | -9.6% | -0.7% | -8.9% | -9.3% |
| 6M | -22.3% | -1.7% | -20.6% | -21.7% |
| YTD | -15.4% | -0.5% | -14.9% | -15.2% |
| 1Y | -16.8% | +0.4% | -17.2% | -16.9% |
| 3Y | -2.4% | +13.1% | -15.5% | -7.3% |
| 5Y | +19.4% | -2.1% | +21.4% | +20.4% |
| 10Y | +181.3% | +15.7% | +165.6% | +183.4% |
| All | +181.3% | +15.6% | +165.7% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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