-9.1%
BITO vs MLM
+42.0%
-51.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.6% |
| 7D | +1.5% | +1.4% | +0.1% | +0.7% |
| 30D | +20.0% | -6.5% | +26.6% | +24.1% |
| 3M | +22.8% | -7.4% | +30.2% | +26.3% |
| 6M | +13.1% | -15.8% | +28.9% | +22.1% |
| YTD | -12.5% | -17.4% | +5.0% | -5.2% |
| 1Y | -32.6% | -17.9% | -14.7% | -27.1% |
| 3Y | +151.0% | +18.9% | +132.2% | +107.6% |
| All | -9.1% | +42.0% | -51.1% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling