+539.2%
MAR vs BIL
+25.6%
+513.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.0% | +0.1% | +0.9% | +1.1% |
| 30D | +16.2% | 0.0% | +16.2% | +15.7% |
| 3M | +23.1% | +0.6% | +22.4% | +22.2% |
| 6M | +22.0% | +1.5% | +20.4% | +20.8% |
| YTD | +39.2% | +2.8% | +36.4% | +37.2% |
| 1Y | +48.3% | +3.3% | +44.9% | +45.9% |
| 3Y | +123.4% | +13.4% | +110.0% | +102.6% |
| 5Y | +185.4% | +19.8% | +165.5% | +134.5% |
| 10Y | +539.2% | +25.7% | +513.5% | +329.4% |
| All | +539.2% | +25.6% | +513.5% | +329.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling