+30.3%
BIL vs MOD
+773.9%
-743.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | 0.0% |
| 7D | +0.1% | +9.6% | -9.5% | +0.1% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +0.9% | -35.4% | +36.3% | +0.9% |
| 6M | +1.8% | -7.3% | +9.1% | +1.8% |
| YTD | +2.4% | +45.8% | -43.4% | +2.5% |
| 1Y | +3.7% | +43.1% | -39.4% | +3.7% |
| 3Y | +14.2% | +297.7% | -283.5% | +14.2% |
| 5Y | +19.4% | +1,478.8% | -1,459.3% | +19.5% |
| 10Y | +25.2% | +1,633.4% | -1,608.2% | +25.4% |
| All | +30.3% | +773.9% | -743.5% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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