+30.3%
BIL vs MOD
+308.4%
-278.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | 0.0% |
| 7D | -0.3% | -34.2% | +33.9% | -0.3% |
| 30D | 0.0% | -51.9% | +51.9% | 0.0% |
| 3M | +0.3% | -53.0% | +53.3% | +0.3% |
| 6M | +1.2% | -66.4% | +67.5% | +1.2% |
| YTD | +2.4% | -31.5% | +34.0% | +2.4% |
| 1Y | +3.0% | -39.6% | +42.6% | +3.0% |
| 3Y | +13.1% | +116.8% | -103.7% | +13.2% |
| 5Y | +19.4% | +713.8% | -694.4% | +19.5% |
| 10Y | +25.2% | +882.7% | -857.5% | +25.3% |
| All | +30.3% | +308.4% | -278.1% | +30.0% |
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