+203.3%
MDT vs BIL
+30.8%
+172.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -3.2% | +0.1% | -3.3% | -2.9% |
| 30D | +10.5% | 0.0% | +10.5% | +10.5% |
| 3M | +13.0% | +0.6% | +12.4% | +14.9% |
| 6M | +38.7% | +1.5% | +37.2% | +44.6% |
| YTD | +8.5% | +2.8% | +5.7% | +17.3% |
| 1Y | +10.0% | +3.3% | +6.7% | +20.7% |
| 3Y | +58.6% | +13.4% | +45.2% | +126.9% |
| 5Y | -0.3% | +19.8% | -20.1% | +67.6% |
| 10Y | +61.3% | +25.7% | +35.5% | +213.1% |
| All | +203.3% | +30.8% | +172.5% | +450.7% |
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