-20.9%
BITO vs MLM
+42.5%
-63.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | -9.2% | -0.9% | -8.3% | -8.8% |
| 30D | -15.9% | +9.0% | -25.0% | -19.8% |
| 3M | +7.3% | -5.6% | +12.9% | +10.0% |
| 6M | -15.2% | -10.7% | -4.5% | -11.6% |
| YTD | -23.8% | -17.2% | -6.6% | -17.9% |
| 1Y | -32.2% | -14.2% | -18.0% | -28.6% |
| 3Y | +55.1% | +15.6% | +39.5% | +30.9% |
| 5Y | -16.7% | +26.2% | -42.9% | -33.5% |
| All | -20.9% | +42.5% | -63.3% | -44.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling