+445.3%
MP vs BIL
+19.3%
+426.0%
-82.0%
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% | +1.7% |
| 7D | -2.9% | +0.1% | -2.9% | -1.9% |
| 30D | +13.8% | +0.3% | +13.5% | +17.9% |
| 3M | -16.7% | +0.9% | -17.6% | -7.8% |
| 6M | -11.5% | +1.8% | -13.3% | +5.6% |
| YTD | +7.9% | +2.4% | +5.5% | +34.5% |
| 1Y | -15.0% | +3.7% | -18.8% | +19.1% |
| 3Y | +153.5% | +14.2% | +139.3% | +874.7% |
| 5Y | +58.7% | +19.4% | +39.2% | +865.5% |
| All | +445.3% | +19.3% | +426.0% | +3,117.1% |
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