+42.8%
MMM vs BIL
+20.3%
+22.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +11.7% | +0.3% | +11.3% | +11.0% |
| 3M | +1.0% | +1.0% | 0.0% | -0.8% |
| 6M | +26.0% | +1.9% | +24.2% | +21.7% |
| YTD | +16.3% | +3.2% | +13.2% | +8.1% |
| 1Y | +9.6% | +3.7% | +5.9% | +0.5% |
| 3Y | +157.3% | +13.8% | +143.5% | +41.6% |
| All | +42.8% | +20.3% | +22.5% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling