+852.5%
MCD vs BND
+76.8%
+775.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -6.0% | -0.4% | -5.7% | -6.0% |
| 3M | -5.6% | -0.6% | -4.9% | -5.5% |
| 6M | -21.9% | -1.4% | -20.4% | -21.8% |
| YTD | -14.7% | -0.2% | -14.5% | -14.7% |
| 1Y | -17.3% | +1.3% | -18.5% | -17.3% |
| 3Y | -2.2% | +13.2% | -15.3% | -2.6% |
| 5Y | +20.3% | -1.6% | +21.8% | +18.1% |
| 10Y | +180.7% | +15.5% | +165.2% | +189.2% |
| All | +852.5% | +76.8% | +775.7% | +1,060.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling