+40.6%
MDT vs BIL
+25.2%
+15.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +2.8% | +0.3% | +2.5% | +3.0% |
| 3M | +13.1% | +0.9% | +12.2% | +14.1% |
| 6M | +2.3% | +1.8% | +0.5% | +4.5% |
| YTD | -2.7% | +2.5% | -5.1% | 0.0% |
| 1Y | +0.9% | +3.7% | -2.8% | +4.5% |
| 3Y | +26.8% | +14.1% | +12.7% | +45.3% |
| 5Y | -19.5% | +19.4% | -38.9% | -6.7% |
| 10Y | +40.6% | +25.2% | +15.4% | +68.4% |
| All | +40.6% | +25.2% | +15.4% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling