+10.5%
MCD vs BIL
+13.1%
-2.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +7.1% | -0.3% | +7.4% | +6.4% |
| 30D | +19.8% | 0.0% | +19.8% | +18.8% |
| 3M | +0.8% | +0.3% | +0.5% | -0.9% |
| 6M | -1.3% | +1.2% | -2.6% | -4.0% |
| YTD | -7.8% | +2.5% | -10.2% | -11.6% |
| 1Y | -5.0% | +3.0% | -8.0% | -9.7% |
| 3Y | +10.5% | +13.2% | -2.6% | -19.8% |
| All | +10.5% | +13.1% | -2.6% | -19.8% |
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