+2,968.0%
MPC vs BND
+36.4%
+2,931.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.6% |
| 3M | +24.9% | -0.2% | +25.1% | +24.9% |
| 6M | +52.7% | -1.0% | +53.6% | +52.6% |
| YTD | +131.9% | -0.4% | +132.2% | +131.7% |
| 1Y | +96.6% | -0.1% | +96.8% | +96.5% |
| 3Y | +163.8% | +15.1% | +148.7% | +162.6% |
| 5Y | +533.1% | -1.5% | +534.6% | +535.3% |
| 10Y | +1,118.6% | +16.0% | +1,102.6% | +1,354.0% |
| All | +2,968.0% | +36.4% | +2,931.6% | +5,326.8% |
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