+127.0%
MP vs BIL
+13.1%
+113.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -10.5% | -0.3% | -10.3% | -10.0% |
| 30D | -23.5% | 0.0% | -23.5% | -22.7% |
| 3M | -25.4% | +0.3% | -25.8% | -21.6% |
| 6M | -51.3% | +1.2% | -52.5% | -44.7% |
| YTD | -29.9% | +2.5% | -32.4% | -19.2% |
| 1Y | -31.8% | +3.0% | -34.9% | -19.3% |
| 3Y | +127.0% | +13.2% | +113.8% | -28.4% |
| All | +127.0% | +13.1% | +113.8% | -28.4% |
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