+854.9%
MCD vs BIL
+30.3%
+824.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +8.0% | -0.3% | +8.3% | +7.3% |
| 30D | +19.6% | 0.0% | +19.6% | +19.5% |
| 3M | +2.2% | +0.3% | +1.9% | +2.9% |
| 6M | -1.1% | +1.2% | -2.3% | +1.7% |
| YTD | -7.2% | +2.4% | -9.7% | -1.9% |
| 1Y | -6.7% | +3.0% | -9.7% | 0.0% |
| 3Y | +11.6% | +13.1% | -1.5% | +49.5% |
| 5Y | +22.6% | +19.4% | +3.2% | +87.7% |
| 10Y | +218.4% | +25.2% | +193.2% | +448.3% |
| All | +854.9% | +30.3% | +824.6% | +1,682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling