+167.0%
MPC vs BIL
+13.1%
+153.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -12.8% | -0.3% | -12.5% | -13.4% |
| 30D | -12.7% | 0.0% | -12.7% | -11.2% |
| 3M | +27.1% | +0.3% | +26.8% | +29.4% |
| 6M | +45.8% | +1.2% | +44.6% | +51.2% |
| YTD | +134.7% | +2.4% | +132.3% | +149.9% |
| 1Y | +106.0% | +3.0% | +103.0% | +122.9% |
| All | +167.0% | +13.1% | +153.9% | +402.9% |
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