+73.2%
MAR vs BIL
+14.1%
+59.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | +0.1% | -4.2% | -4.1% |
| 30D | -6.7% | +0.3% | -7.0% | -6.6% |
| 3M | -12.5% | +0.9% | -13.4% | -11.6% |
| 6M | +0.6% | +1.8% | -1.3% | +3.3% |
| YTD | +9.1% | +2.4% | +6.7% | +12.3% |
| 1Y | +26.2% | +3.7% | +22.5% | +31.0% |
| All | +73.2% | +14.1% | +59.1% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling