+83.0%
MMM vs BIL
+25.6%
+57.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | +17.9% | 0.0% | +18.0% | +17.6% |
| 3M | +3.6% | +0.6% | +3.0% | +2.7% |
| 6M | +32.9% | +1.5% | +31.4% | +30.8% |
| YTD | +19.5% | +2.8% | +16.7% | +15.7% |
| 1Y | +16.5% | +3.3% | +13.2% | +12.1% |
| 3Y | +167.2% | +13.4% | +153.7% | +114.4% |
| 5Y | +48.2% | +19.8% | +28.4% | +18.5% |
| 10Y | +83.0% | +25.6% | +57.4% | +50.0% |
| All | +83.0% | +25.6% | +57.4% | +50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling