-23.4%
BITO vs MDT
+20.2%
-43.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.3% | +3.0% |
| 7D | -1.9% | +10.7% | -12.7% | -1.6% |
| 30D | -6.7% | +19.3% | -26.0% | -6.2% |
| 3M | +23.1% | +22.8% | +0.3% | +23.8% |
| 6M | -2.0% | +36.4% | -38.4% | -0.7% |
| YTD | -11.4% | +12.1% | -23.4% | -11.1% |
| 1Y | -23.4% | +19.9% | -43.3% | -25.2% |
| All | -23.4% | +20.2% | -43.6% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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