+211.3%
MCD vs BIL
+25.6%
+185.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +5.9% | +0.1% | +5.9% | +6.2% |
| 30D | +19.6% | 0.0% | +19.7% | +19.3% |
| 3M | +3.3% | +0.6% | +2.7% | +3.8% |
| 6M | +3.5% | +1.5% | +2.0% | +5.3% |
| YTD | -6.1% | +2.8% | -8.9% | -3.0% |
| 1Y | -3.7% | +3.3% | -7.0% | +0.1% |
| 3Y | +13.4% | +13.4% | 0.0% | +33.2% |
| 5Y | +25.2% | +19.8% | +5.3% | +60.7% |
| 10Y | +211.3% | +25.6% | +185.6% | +324.9% |
| All | +211.3% | +25.6% | +185.6% | +324.9% |
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