+22.7%
MCD vs BIL
+19.4%
+3.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +7.1% | -0.3% | +7.4% | +6.6% |
| 30D | +19.8% | 0.0% | +19.8% | +19.2% |
| 3M | +0.8% | +0.3% | +0.5% | +0.1% |
| 6M | -1.3% | +1.2% | -2.6% | -2.2% |
| YTD | -7.8% | +2.5% | -10.2% | -8.9% |
| 1Y | -5.0% | +3.0% | -8.0% | -6.3% |
| 3Y | +10.5% | +13.2% | -2.6% | +6.5% |
| All | +22.7% | +19.4% | +3.3% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling