+30.4%
BIL vs MCO
+751.3%
-720.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +0.3% | -0.5% | +0.8% | +0.3% |
| 3M | +0.9% | +5.7% | -4.8% | +0.9% |
| 6M | +1.8% | +3.0% | -1.2% | +1.8% |
| YTD | +2.5% | -6.5% | +8.9% | +2.5% |
| 1Y | +3.7% | -5.8% | +9.4% | +3.7% |
| 3Y | +14.1% | +43.1% | -29.0% | +14.1% |
| 5Y | +19.4% | +29.5% | -10.0% | +19.5% |
| 10Y | +25.2% | +388.8% | -363.6% | +25.5% |
| All | +30.4% | +751.3% | -720.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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