-1.4%
MDT vs BIL
+19.8%
-21.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | +3.5% | +0.1% | +3.4% | +3.8% |
| 30D | +16.2% | 0.0% | +16.2% | +15.6% |
| 3M | +18.9% | +0.6% | +18.3% | +19.4% |
| 6M | +37.3% | +1.5% | +35.8% | +40.8% |
| YTD | +9.7% | +2.8% | +7.0% | +15.7% |
| 1Y | +15.2% | +3.3% | +11.8% | +22.4% |
| 3Y | +61.8% | +13.4% | +48.4% | +111.0% |
| 5Y | -1.4% | +19.8% | -21.2% | +55.0% |
| All | -1.4% | +19.8% | -21.2% | +55.0% |
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