+1,525.5%
MCK vs BIL
+30.4%
+1,495.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -4.4% | +0.1% | -4.5% | -4.2% |
| 30D | -2.2% | +0.3% | -2.5% | -1.1% |
| 3M | +11.6% | +0.9% | +10.7% | +15.7% |
| 6M | -4.9% | +1.8% | -6.7% | +2.2% |
| YTD | +7.7% | +2.5% | +5.2% | +18.9% |
| 1Y | +25.2% | +3.7% | +21.5% | +44.9% |
| 3Y | +112.1% | +14.1% | +98.0% | +267.1% |
| 5Y | +345.8% | +19.4% | +326.4% | +848.3% |
| 10Y | +439.7% | +25.2% | +414.5% | +1,346.0% |
| All | +1,525.5% | +30.4% | +1,495.1% | +5,008.6% |
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