-7.8%
MP vs BIL
+19.4%
-27.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.1% | -6.0% |
| 7D | -19.0% | -0.3% | -18.7% | -19.3% |
| 30D | -30.5% | 0.0% | -30.5% | -29.9% |
| 3M | -29.6% | +0.3% | -29.9% | -26.3% |
| 6M | -50.4% | +1.2% | -51.6% | -43.8% |
| YTD | -33.2% | +2.4% | -35.6% | -18.9% |
| 1Y | -38.6% | +3.0% | -41.6% | -22.3% |
| 3Y | +105.5% | +13.1% | +92.3% | +379.9% |
| 5Y | -7.8% | +19.4% | -27.2% | +278.4% |
| All | -7.8% | +19.4% | -27.2% | +278.4% |
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 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