+156.8%
BITO vs MDY
+48.5%
+108.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.8% |
| 7D | -3.4% | -1.9% | -1.6% | -1.7% |
| 30D | +21.4% | -4.6% | +26.1% | +27.1% |
| 3M | +20.5% | -1.2% | +21.7% | +21.7% |
| 6M | +7.4% | +9.2% | -1.8% | -2.2% |
| YTD | -13.9% | +13.1% | -26.9% | -23.7% |
| 1Y | -35.1% | +13.0% | -48.1% | -42.3% |
| 3Y | +156.8% | +49.2% | +107.6% | +105.4% |
| All | +156.8% | +48.5% | +108.4% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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