+387.4%
MDLZ vs BND
+76.8%
+310.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.1% | -0.4% | -1.8% | -2.0% |
| 3M | +1.3% | -0.6% | +2.0% | +1.4% |
| 6M | +6.2% | -1.4% | +7.6% | +6.5% |
| YTD | +15.8% | -0.2% | +16.0% | +15.9% |
| 1Y | +4.1% | +1.3% | +2.8% | +3.9% |
| 3Y | -4.1% | +13.2% | -17.2% | -5.7% |
| 5Y | +13.4% | -1.6% | +14.9% | +10.5% |
| 10Y | +75.7% | +15.5% | +60.3% | +78.1% |
| All | +387.4% | +76.8% | +310.6% | +495.1% |
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