-10.6%
BITO vs MDY
+43.0%
-53.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.9% |
| 7D | -3.4% | -1.9% | -1.6% | -1.4% |
| 30D | +21.4% | -4.6% | +26.1% | +27.9% |
| 3M | +20.5% | -1.2% | +21.7% | +21.9% |
| 6M | +7.4% | +9.2% | -1.8% | -3.3% |
| YTD | -13.9% | +13.1% | -26.9% | -25.0% |
| 1Y | -35.1% | +13.0% | -48.1% | -43.4% |
| 3Y | +156.8% | +49.2% | +107.6% | +63.2% |
| All | -10.6% | +43.0% | -53.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling