-29.9%
BITO vs MDB
+18.3%
-48.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.9% |
| 7D | +2.9% | -17.4% | +20.3% | +5.5% |
| 30D | +22.6% | -2.0% | +24.6% | +22.0% |
| 3M | +24.7% | -3.0% | +27.7% | +23.7% |
| 6M | +7.5% | +48.7% | -41.2% | -3.2% |
| YTD | -10.8% | -12.1% | +1.3% | -8.4% |
| 1Y | -29.9% | +14.5% | -44.4% | -34.5% |
| All | -29.9% | +18.3% | -48.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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