+600.0%
MCHP vs BND
+76.2%
+523.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.3% | -0.1% | +0.5% | +0.3% |
| 30D | -9.8% | -0.2% | -9.5% | -9.8% |
| 3M | -19.7% | -0.7% | -19.0% | -19.7% |
| 6M | +13.6% | -1.7% | +15.2% | +13.4% |
| YTD | +16.5% | -0.5% | +17.1% | +16.5% |
| 1Y | +15.7% | +0.4% | +15.3% | +15.8% |
| 3Y | 0.0% | +13.1% | -13.2% | +1.4% |
| 5Y | +4.4% | -2.1% | +6.5% | -2.2% |
| 10Y | +201.4% | +15.7% | +185.7% | +230.1% |
| All | +600.0% | +76.2% | +523.8% | +1,070.4% |
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 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