+30.3%
BIL vs MKC
+321.5%
-291.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -5.9% | +6.0% | +0.1% |
| 30D | +0.3% | -0.9% | +1.2% | +0.3% |
| 3M | +0.9% | +12.7% | -11.8% | +1.0% |
| 6M | +1.8% | -19.3% | +21.1% | +1.8% |
| YTD | +2.4% | -22.2% | +24.6% | +2.4% |
| 1Y | +3.7% | -23.3% | +27.1% | +3.7% |
| 3Y | +14.2% | -30.0% | +44.2% | +14.1% |
| 5Y | +19.4% | -33.8% | +53.2% | +19.4% |
| 10Y | +25.2% | +24.4% | +0.8% | +25.4% |
| All | +30.3% | +321.5% | -291.2% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling