+3,109.1%
MPC vs BND
+36.4%
+3,072.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -9.4% | +0.4% | -9.8% | -9.4% |
| 30D | -14.3% | +2.0% | -16.3% | -14.2% |
| 3M | +31.1% | -0.4% | +31.5% | +31.1% |
| 6M | +60.3% | -0.9% | +61.2% | +60.2% |
| YTD | +142.5% | -0.3% | +142.9% | +142.4% |
| 1Y | +104.6% | 0.0% | +104.6% | +104.5% |
| 3Y | +191.7% | +15.1% | +176.6% | +190.4% |
| 5Y | +549.2% | -1.5% | +550.7% | +551.5% |
| 10Y | +1,106.2% | +17.6% | +1,088.6% | +1,373.6% |
| All | +3,109.1% | +36.4% | +3,072.6% | +5,576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling