+165.3%
MMM vs BIL
+13.4%
+151.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +7.0% | +0.1% | +6.9% | +7.3% |
| 30D | +18.4% | 0.0% | +18.4% | +17.7% |
| 3M | +4.5% | +0.6% | +3.9% | +4.0% |
| 6M | +33.4% | +1.5% | +31.9% | +33.4% |
| YTD | +20.0% | +2.8% | +17.2% | +17.3% |
| 1Y | +15.0% | +3.3% | +11.7% | +12.3% |
| All | +165.3% | +13.4% | +151.9% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling