+101.9%
MPC vs BIL
+3.3%
+98.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.4% |
| 7D | -9.4% | +0.1% | -9.5% | -10.0% |
| 30D | -14.3% | 0.0% | -14.3% | -12.7% |
| 3M | +31.1% | +0.6% | +30.5% | +33.0% |
| 6M | +60.3% | +1.5% | +58.8% | +50.2% |
| YTD | +142.5% | +2.8% | +139.7% | +100.1% |
| All | +101.9% | +3.3% | +98.6% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling