+849.7%
MCD vs BIL
+30.4%
+819.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +7.1% | -0.3% | +7.4% | +6.5% |
| 30D | +19.8% | 0.0% | +19.8% | +19.7% |
| 3M | +0.8% | +0.3% | +0.5% | +1.5% |
| 6M | -1.3% | +1.2% | -2.6% | +1.6% |
| YTD | -7.8% | +2.5% | -10.2% | -2.4% |
| 1Y | -5.0% | +3.0% | -8.0% | +2.0% |
| 3Y | +10.5% | +13.2% | -2.6% | +48.2% |
| 5Y | +22.0% | +19.4% | +2.5% | +86.8% |
| 10Y | +216.7% | +25.2% | +191.5% | +445.7% |
| All | +849.7% | +30.4% | +819.3% | +1,673.9% |
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