-9.4%
BITO vs MLM
+39.5%
-48.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | +1.1% | -2.7% | +3.8% | +2.4% |
| 30D | +21.8% | -8.3% | +30.1% | +27.2% |
| 3M | +25.0% | -12.0% | +37.0% | +32.3% |
| 6M | +11.3% | -17.6% | +29.0% | +21.6% |
| YTD | -12.7% | -18.9% | +6.2% | -4.6% |
| 1Y | -32.3% | -17.6% | -14.7% | -27.0% |
| 3Y | +150.3% | +16.8% | +133.5% | +108.9% |
| All | -9.4% | +39.5% | -48.9% | -35.2% |
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