-44.8%
MP vs BND
-0.1%
-44.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.1% |
| 7D | -10.5% | 0.0% | -10.6% | -10.6% |
| 30D | -23.5% | +2.3% | -25.8% | -28.1% |
| 3M | -25.4% | -0.2% | -25.2% | -24.8% |
| 6M | -51.3% | -1.0% | -50.3% | -50.5% |
| YTD | -29.9% | -0.4% | -29.5% | -29.3% |
| All | -44.8% | -0.1% | -44.8% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling