-24.7%
MDB vs BIL
+19.4%
-44.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.2% |
| 7D | -17.4% | +0.1% | -17.5% | -17.8% |
| 30D | -2.0% | +0.3% | -2.4% | -3.6% |
| 3M | -3.0% | +0.9% | -4.0% | -7.6% |
| 6M | +48.7% | +1.8% | +46.8% | +34.3% |
| YTD | -12.1% | +2.4% | -14.6% | -23.3% |
| 1Y | +14.5% | +3.7% | +10.8% | -5.4% |
| 3Y | -6.1% | +14.2% | -20.3% | -66.1% |
| All | -24.7% | +19.4% | -44.1% | -89.9% |
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 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