-29.9%
BITO vs MCO
+0.4%
-30.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -1.8% |
| 7D | +2.9% | -4.2% | +7.0% | +4.1% |
| 30D | +22.6% | +2.2% | +20.4% | +21.9% |
| 3M | +24.7% | +10.1% | +14.5% | +21.4% |
| 6M | +7.5% | +5.3% | +2.2% | +5.8% |
| YTD | -10.8% | -2.7% | -8.1% | -10.1% |
| 1Y | -29.9% | -0.4% | -29.5% | -29.9% |
| All | -29.9% | +0.4% | -30.3% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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