+25.3%
BIL vs MTB
+171.7%
-146.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +0.3% | -4.6% | +4.9% | +0.3% |
| 3M | +0.9% | +6.3% | -5.4% | +0.9% |
| 6M | +1.8% | +15.6% | -13.8% | +1.8% |
| YTD | +2.5% | +20.6% | -18.1% | +2.5% |
| 1Y | +3.7% | +22.5% | -18.8% | +3.7% |
| 3Y | +14.1% | +114.4% | -100.4% | +14.1% |
| 5Y | +19.4% | +101.9% | -82.5% | +19.4% |
| All | +25.3% | +171.7% | -146.5% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling