-45.2%
MDB vs BIL
+19.4%
-64.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.5% |
| 7D | -11.4% | -0.3% | -11.1% | -9.7% |
| 30D | -13.8% | 0.0% | -13.8% | -13.0% |
| 3M | -15.5% | +0.3% | -15.8% | -16.3% |
| 6M | +17.9% | +1.2% | +16.7% | +10.8% |
| YTD | -25.5% | +2.5% | -27.9% | -34.9% |
| 1Y | -12.1% | +3.0% | -15.1% | -25.5% |
| 3Y | -5.9% | +13.2% | -19.0% | -63.3% |
| All | -45.2% | +19.4% | -64.7% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling