-9.0%
MDB vs BIL
+3.3%
-12.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.7% |
| 7D | +3.0% | +0.1% | +2.9% | +1.5% |
| 30D | -11.3% | 0.0% | -11.3% | -9.4% |
| 3M | -23.0% | +0.6% | -23.6% | -25.1% |
| 6M | +14.8% | +1.5% | +13.2% | -8.8% |
| YTD | -19.4% | +2.8% | -22.2% | -64.8% |
| 1Y | -9.0% | +3.3% | -12.3% | -79.9% |
| All | -9.0% | +3.3% | -12.3% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling