+870.7%
MAR vs BIL
+30.4%
+840.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.3% |
| 7D | -4.2% | +0.1% | -4.2% | -3.6% |
| 30D | -6.7% | +0.3% | -7.0% | -4.6% |
| 3M | -12.5% | +0.9% | -13.4% | -6.9% |
| 6M | +0.6% | +1.8% | -1.3% | +13.5% |
| YTD | +9.1% | +2.4% | +6.7% | +28.1% |
| 1Y | +26.2% | +3.7% | +22.5% | +61.1% |
| 3Y | +68.2% | +14.2% | +54.0% | +313.9% |
| 5Y | +163.9% | +19.4% | +144.5% | +795.5% |
| 10Y | +420.6% | +25.2% | +395.3% | +2,423.1% |
| All | +870.7% | +30.4% | +840.3% | +4,977.4% |
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