+60.0%
MDT vs BIL
+25.7%
+34.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | +2.7% | +0.1% | +2.7% | +2.9% |
| 30D | +14.8% | 0.0% | +14.8% | +14.5% |
| 3M | +14.6% | +0.6% | +13.9% | +14.9% |
| 6M | +35.7% | +1.5% | +34.2% | +37.9% |
| YTD | +8.5% | +2.8% | +5.7% | +12.0% |
| 1Y | +13.3% | +3.3% | +9.9% | +17.5% |
| 3Y | +58.6% | +13.4% | +45.2% | +83.1% |
| 5Y | -2.6% | +19.8% | -22.5% | +17.4% |
| 10Y | +60.0% | +25.7% | +34.3% | +105.9% |
| All | +60.0% | +25.7% | +34.3% | +105.9% |
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 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