-5.9%
MDB vs BIL
+13.1%
-19.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.5% |
| 7D | -11.4% | -0.3% | -11.1% | -10.3% |
| 30D | -13.8% | 0.0% | -13.8% | -12.2% |
| 3M | -15.5% | +0.3% | -15.8% | -13.4% |
| 6M | +17.9% | +1.2% | +16.7% | +20.9% |
| YTD | -25.5% | +2.5% | -27.9% | -23.9% |
| 1Y | -12.1% | +3.0% | -15.1% | -8.8% |
| 3Y | -5.9% | +13.2% | -19.0% | -10.4% |
| All | -5.9% | +13.1% | -19.0% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling