-29.9%
BITO vs MLM
-15.9%
-14.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +2.9% | -2.9% | +5.8% | +3.4% |
| 30D | +22.6% | -6.8% | +29.4% | +24.0% |
| 3M | +24.7% | -11.2% | +35.9% | +26.7% |
| 6M | +7.5% | -21.8% | +29.3% | +12.0% |
| YTD | -10.8% | -17.0% | +6.2% | -8.4% |
| 1Y | -29.9% | -16.4% | -13.5% | -27.9% |
| All | -29.9% | -15.9% | -14.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling