+14.1%
BIL vs MKC
-31.2%
+45.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | +0.3% | -3.1% | +3.4% | +0.3% |
| 3M | +0.9% | +6.8% | -5.9% | +0.9% |
| 6M | +1.8% | -18.3% | +20.1% | +1.8% |
| YTD | +2.5% | -23.1% | +25.5% | +2.4% |
| 1Y | +3.7% | -23.7% | +27.4% | +3.7% |
| All | +14.1% | -31.2% | +45.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling