+343.5%
MMM vs BIL
+30.4%
+313.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | +6.2% | -0.3% | +6.5% | +5.4% |
| 30D | +14.2% | 0.0% | +14.2% | +14.2% |
| 3M | +2.9% | +0.3% | +2.6% | +3.9% |
| 6M | +27.6% | +1.2% | +26.3% | +32.6% |
| YTD | +17.3% | +2.5% | +14.8% | +26.5% |
| 1Y | +15.1% | +3.0% | +12.0% | +26.4% |
| 3Y | +157.1% | +13.2% | +144.0% | +279.0% |
| 5Y | +45.1% | +19.4% | +25.7% | +158.8% |
| 10Y | +83.9% | +25.2% | +58.7% | +290.2% |
| All | +343.5% | +30.4% | +313.2% | +864.2% |
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