+1,135.3%
MAR vs BIL
+30.8%
+1,104.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.6% | +2.7% |
| 7D | +2.9% | +0.1% | +2.8% | +3.4% |
| 30D | +17.0% | 0.0% | +17.1% | +16.9% |
| 3M | +23.2% | +0.6% | +22.6% | +28.2% |
| 6M | +21.7% | +1.5% | +20.2% | +34.6% |
| YTD | +38.9% | +2.8% | +36.1% | +66.7% |
| 1Y | +48.7% | +3.3% | +45.3% | +84.8% |
| 3Y | +122.9% | +13.4% | +109.5% | +422.5% |
| 5Y | +177.5% | +19.8% | +157.6% | +864.3% |
| 10Y | +537.5% | +25.7% | +511.9% | +3,065.2% |
| All | +1,135.3% | +30.8% | +1,104.5% | +6,508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling