+259.1%
MP vs BIL
+19.3%
+239.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -12.5% | -0.3% | -12.3% | -13.4% |
| 30D | -23.3% | 0.0% | -23.3% | -22.7% |
| 3M | -24.4% | +0.3% | -24.7% | -20.6% |
| 6M | -45.8% | +1.2% | -47.0% | -37.6% |
| YTD | -28.9% | +2.4% | -31.3% | -10.3% |
| 1Y | -34.6% | +3.0% | -37.6% | -13.0% |
| 3Y | +118.7% | +13.1% | +105.6% | +639.2% |
| 5Y | -3.1% | +19.4% | -22.4% | +497.7% |
| All | +259.1% | +19.3% | +239.8% | +2,044.6% |
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