-40.5%
MDB vs BIL
+20.3%
-60.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.8% |
| 7D | +6.8% | +0.1% | +6.8% | +6.5% |
| 30D | -6.2% | +0.3% | -6.5% | -7.7% |
| 3M | -29.2% | +1.0% | -30.2% | -32.3% |
| 6M | +10.3% | +1.9% | +8.4% | +0.1% |
| YTD | -20.4% | +3.2% | -23.5% | -33.2% |
| 1Y | -4.8% | +3.7% | -8.5% | -22.3% |
| 3Y | -11.6% | +13.8% | -25.4% | -66.8% |
| All | -40.5% | +20.3% | -60.8% | -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