+21.6%
MCD vs BIL
+19.4%
+2.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -6.0% | +0.3% | -6.3% | -6.1% |
| 3M | -5.6% | +0.9% | -6.5% | -5.7% |
| 6M | -21.9% | +1.8% | -23.7% | -21.9% |
| YTD | -14.7% | +2.4% | -17.1% | -14.9% |
| 1Y | -17.3% | +3.7% | -21.0% | -17.7% |
| 3Y | -2.2% | +14.2% | -16.3% | -2.9% |
| All | +21.6% | +19.4% | +2.2% | +19.0% |
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