+20.4%
MCD vs BND
-1.5%
+21.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.0% | +0.1% | -2.2% | -2.1% |
| 30D | -6.1% | -0.4% | -5.8% | -6.0% |
| 3M | -7.3% | -0.2% | -7.0% | -7.2% |
| 6M | -20.9% | -1.2% | -19.8% | -20.5% |
| YTD | -14.7% | -0.3% | -14.3% | -14.5% |
| 1Y | -16.1% | +0.4% | -16.5% | -16.2% |
| 3Y | -1.5% | +13.4% | -14.9% | -5.9% |
| 5Y | +20.4% | -1.5% | +22.0% | +15.4% |
| All | +20.4% | -1.5% | +21.9% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling