-10.9%
MP vs BND
-1.7%
-9.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +9.5% | -1.4% | +10.9% | +11.2% |
| 30D | -3.0% | +0.6% | -3.6% | -3.7% |
| 3M | -30.4% | -1.6% | -28.8% | -29.1% |
| 6M | -39.2% | -1.5% | -37.6% | -38.0% |
| YTD | -23.3% | -1.5% | -21.8% | -21.9% |
| 1Y | -32.6% | -1.1% | -31.6% | -31.7% |
| 3Y | +159.3% | +13.6% | +145.7% | +131.7% |
| All | -10.9% | -1.7% | -9.2% | -35.5% |
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 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