+193.1%
MDT vs BND
+76.6%
+116.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | +0.1% | +0.2% | +0.4% |
| 30D | +6.0% | -0.4% | +6.4% | +6.0% |
| 3M | +15.5% | -0.2% | +15.8% | +15.6% |
| 6M | +3.4% | -1.2% | +4.6% | +3.5% |
| YTD | -2.2% | -0.3% | -1.8% | -2.1% |
| 1Y | +2.6% | +0.4% | +2.2% | +2.6% |
| 3Y | +27.5% | +13.4% | +14.1% | +26.6% |
| 5Y | -20.1% | -1.5% | -18.5% | -22.1% |
| 10Y | +39.1% | +15.5% | +23.6% | +41.8% |
| All | +193.1% | +76.6% | +116.4% | +202.9% |
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