+95.0%
MO vs BND
+12.5%
+82.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -1.0% | +1.2% | +0.6% |
| 30D | +7.1% | -1.1% | +8.3% | +7.6% |
| 3M | -2.0% | -1.9% | -0.1% | -1.2% |
| 6M | +7.3% | -1.6% | +8.9% | +8.0% |
| YTD | +23.5% | -1.2% | +24.7% | +24.1% |
| 1Y | +11.0% | -0.7% | +11.7% | +11.3% |
| 3Y | +95.0% | +12.5% | +82.5% | +96.2% |
| All | +95.0% | +12.5% | +82.5% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling