-35.1%
BITO vs MDB
+7.4%
-42.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.4% |
| 7D | -3.4% | -1.8% | -1.7% | -3.2% |
| 30D | +21.4% | -17.3% | +38.7% | +24.1% |
| 3M | +20.5% | +2.2% | +18.3% | +18.6% |
| 6M | +7.4% | +33.9% | -26.5% | -0.9% |
| YTD | -13.9% | -13.7% | -0.2% | -11.3% |
| 1Y | -35.1% | +9.1% | -44.1% | -39.1% |
| All | -35.1% | +7.4% | -42.5% | -39.1% |
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