-10.6%
BITO vs MDT
-13.9%
+3.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -3.4% | -3.4% | 0.0% | -2.1% |
| 30D | +21.4% | +0.2% | +21.2% | +21.2% |
| 3M | +20.5% | +14.3% | +6.2% | +13.6% |
| 6M | +7.4% | +4.0% | +3.4% | +5.3% |
| YTD | -13.9% | -3.7% | -10.2% | -13.0% |
| 1Y | -35.1% | -0.4% | -34.7% | -35.6% |
| 3Y | +156.8% | +23.3% | +133.5% | +124.5% |
| All | -10.6% | -13.9% | +3.4% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling