+127.0%
MP vs BND
+14.9%
+112.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -26.6% |
| 3M | -25.4% | -0.2% | -25.2% | -25.1% |
| 6M | -51.3% | -1.0% | -50.3% | -50.4% |
| YTD | -29.9% | -0.4% | -29.5% | -29.3% |
| 1Y | -31.8% | -0.1% | -31.7% | -31.6% |
| 3Y | +127.0% | +15.1% | +111.9% | +70.5% |
| All | +127.0% | +14.9% | +112.1% | +70.5% |
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 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