+534.5%
MPC vs BND
-1.4%
+535.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -16.2% | 0.0% | -16.2% | -16.2% |
| 30D | -15.7% | +2.3% | -18.0% | -15.1% |
| 3M | +24.9% | -0.2% | +25.1% | +24.8% |
| 6M | +52.7% | -1.0% | +53.6% | +52.3% |
| YTD | +131.9% | -0.4% | +132.2% | +131.6% |
| 1Y | +96.6% | -0.1% | +96.8% | +96.5% |
| 3Y | +163.8% | +15.1% | +148.7% | +169.6% |
| All | +534.5% | -1.4% | +535.8% | +435.4% |
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