-9.1%
BITO vs MDB
-30.3%
+21.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.1% |
| 7D | +1.5% | -18.0% | +19.6% | +5.8% |
| 30D | +20.0% | -10.7% | +30.8% | +22.2% |
| 3M | +22.8% | +1.0% | +21.8% | +20.8% |
| 6M | +13.1% | +31.6% | -18.5% | +2.8% |
| YTD | -12.5% | -15.2% | +2.7% | -12.7% |
| 1Y | -32.6% | +10.1% | -42.7% | -37.2% |
| 3Y | +151.0% | -5.6% | +156.7% | +121.3% |
| All | -9.1% | -30.3% | +21.2% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling