+424.3%
MMM vs BND
+75.4%
+349.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.3% |
| 7D | +7.0% | -0.1% | +7.1% | +6.9% |
| 30D | +18.4% | +1.3% | +17.1% | +18.5% |
| 3M | +4.5% | -0.7% | +5.2% | +4.4% |
| 6M | +33.4% | -1.6% | +35.0% | +33.2% |
| YTD | +20.0% | -1.0% | +21.0% | +19.8% |
| 1Y | +15.0% | -0.7% | +15.7% | +14.9% |
| 3Y | +165.0% | +14.1% | +150.9% | +172.4% |
| 5Y | +47.9% | -1.5% | +49.4% | +41.3% |
| 10Y | +79.6% | +17.3% | +62.3% | +93.6% |
| All | +424.3% | +75.4% | +349.0% | +555.5% |
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