-24.5%
MDB vs BND
-1.8%
-22.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +1.0% |
| 7D | -4.5% | -0.1% | -4.4% | -4.3% |
| 30D | -14.0% | -0.2% | -13.8% | -13.6% |
| 3M | +5.3% | -0.7% | +6.0% | +6.6% |
| 6M | +31.9% | -1.7% | +33.6% | +35.8% |
| YTD | -14.6% | -0.5% | -14.1% | -13.7% |
| 1Y | +8.2% | +0.4% | +7.9% | +7.7% |
| 3Y | -5.0% | +13.1% | -18.2% | -25.7% |
| 5Y | -24.5% | -2.1% | -22.5% | -26.3% |
| All | -24.5% | -1.8% | -22.7% | -26.3% |
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