+303.8%
MMM vs BIL
+30.4%
+273.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.3% |
| 7D | -3.3% | +0.1% | -3.4% | -3.0% |
| 30D | -7.0% | +0.3% | -7.3% | -6.1% |
| 3M | +10.8% | +0.9% | +9.9% | +14.1% |
| 6M | +5.8% | +1.8% | +3.9% | +12.0% |
| YTD | +6.8% | +2.4% | +4.3% | +15.2% |
| 1Y | +10.4% | +3.7% | +6.7% | +23.8% |
| 3Y | +104.7% | +14.2% | +90.5% | +211.3% |
| 5Y | +23.6% | +19.4% | +4.1% | +120.1% |
| 10Y | +54.1% | +25.2% | +28.9% | +227.2% |
| All | +303.8% | +30.4% | +273.4% | +777.6% |
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