-23.4%
BITO vs MCK
+31.3%
-54.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.1% | +4.6% |
| 7D | -1.9% | +11.3% | -13.3% | +0.9% |
| 30D | -6.7% | +16.8% | -23.6% | -2.7% |
| 3M | +23.1% | +28.9% | -5.9% | +32.7% |
| 6M | -2.0% | +32.7% | -34.7% | +7.7% |
| YTD | -11.4% | +30.8% | -42.1% | +1.8% |
| 1Y | -23.4% | +27.6% | -50.9% | -12.9% |
| All | -23.4% | +31.3% | -54.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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