+178.8%
MDT vs BIL
+30.4%
+148.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.5% |
| 30D | +9.5% | +0.3% | +9.2% | +10.5% |
| 3M | +16.0% | +0.9% | +15.0% | +19.1% |
| 6M | +0.2% | +1.8% | -1.6% | +5.5% |
| YTD | -0.3% | +2.4% | -2.7% | +6.8% |
| 1Y | +4.7% | +3.7% | +1.0% | +16.1% |
| 3Y | +26.5% | +14.2% | +12.4% | +84.8% |
| 5Y | -18.2% | +19.4% | -37.6% | +36.1% |
| 10Y | +40.0% | +25.2% | +14.8% | +168.7% |
| All | +178.8% | +30.4% | +148.4% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling