+180.6%
MPC vs BIL
+14.1%
+166.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +5.4% | +0.1% | +5.4% | +5.7% |
| 30D | +31.0% | +0.3% | +30.6% | +32.2% |
| 3M | +46.0% | +0.9% | +45.1% | +48.5% |
| 6M | +77.3% | +1.8% | +75.5% | +82.0% |
| YTD | +141.9% | +2.4% | +139.5% | +150.0% |
| 1Y | +120.9% | +3.7% | +117.2% | +134.6% |
| All | +180.6% | +14.1% | +166.5% | +151.5% |
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