+156.8%
BITO vs MDB
-2.1%
+159.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.7% | -1.9% |
| 7D | -5.8% | -2.8% | -3.1% | -5.5% |
| 30D | +21.1% | -14.9% | +36.0% | +23.3% |
| 3M | +23.5% | +7.3% | +16.2% | +21.3% |
| 6M | +8.3% | +38.2% | -29.9% | +1.4% |
| YTD | -13.9% | -10.9% | -3.0% | -14.3% |
| 1Y | -34.5% | +11.6% | -46.2% | -37.2% |
| All | +156.8% | -2.1% | +159.0% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling