+267.3%
MP vs BIL
+20.1%
+247.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.9% |
| 7D | +2.3% | +0.1% | +2.2% | +3.2% |
| 30D | -15.3% | +0.3% | -15.6% | -12.3% |
| 3M | -33.5% | +0.9% | -34.5% | -26.5% |
| 6M | -45.5% | +1.9% | -47.4% | -33.8% |
| YTD | -27.3% | +3.1% | -30.4% | -2.6% |
| 1Y | -40.7% | +3.7% | -44.4% | -16.7% |
| 3Y | +145.9% | +13.8% | +132.0% | +765.3% |
| 5Y | -13.9% | +20.2% | -34.1% | +463.1% |
| All | +267.3% | +20.1% | +247.2% | +2,226.4% |
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 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