+195.2%
MCD vs BIL
+26.1%
+169.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.5% |
| 30D | +16.0% | +0.3% | +15.7% | +16.6% |
| 3M | 0.0% | +0.9% | -1.0% | +1.3% |
| 6M | +0.9% | +1.8% | -0.9% | +3.8% |
| YTD | -8.7% | +3.1% | -11.9% | -4.4% |
| 1Y | -8.6% | +3.7% | -12.2% | -3.5% |
| 3Y | +9.9% | +13.8% | -4.0% | +34.3% |
| 5Y | +22.6% | +20.2% | +2.4% | +67.8% |
| All | +195.2% | +26.1% | +169.1% | +358.4% |
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