+156.8%
BITO vs MDT
+25.0%
+131.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -3.4% | -3.4% | 0.0% | -2.8% |
| 30D | +21.4% | +0.2% | +21.2% | +21.3% |
| 3M | +20.5% | +14.3% | +6.2% | +17.1% |
| 6M | +7.4% | +4.0% | +3.4% | +7.1% |
| YTD | -13.9% | -3.7% | -10.2% | -12.8% |
| 1Y | -35.1% | -0.4% | -34.7% | -34.9% |
| 3Y | +156.8% | +23.3% | +133.5% | +176.1% |
| All | +156.8% | +25.0% | +131.9% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling