-10.6%
BITO vs MKC
-28.9%
+18.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -5.8% | -2.8% | -3.0% | -5.5% |
| 30D | +21.1% | -3.4% | +24.5% | +21.5% |
| 3M | +23.5% | +3.8% | +19.7% | +22.7% |
| 6M | +8.3% | -17.9% | +26.2% | +10.7% |
| YTD | -13.9% | -23.6% | +9.7% | -11.4% |
| 1Y | -34.5% | -23.1% | -11.5% | -32.9% |
| 3Y | +147.0% | -31.5% | +178.5% | +155.6% |
| All | -10.6% | -28.9% | +18.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 all: compounded portfolio wealth divided by compounded MKC 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…
all analysis · Full analysis span regression · 6 months rolling