+47.9%
MMM vs BND
-2.0%
+50.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +7.0% | -0.1% | +7.1% | +7.1% |
| 30D | +18.4% | +1.3% | +17.1% | +17.3% |
| 3M | +4.5% | -0.7% | +5.2% | +5.0% |
| 6M | +33.4% | -1.6% | +35.0% | +35.0% |
| YTD | +20.0% | -1.0% | +21.0% | +21.0% |
| 1Y | +15.0% | -0.7% | +15.7% | +15.8% |
| 3Y | +165.0% | +14.1% | +150.9% | +145.7% |
| 5Y | +47.9% | -1.5% | +49.4% | +33.6% |
| All | +47.9% | -2.0% | +50.0% | +33.6% |
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