-15.4%
BITO vs MLM
+46.5%
-62.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -5.6% | -2.9% | -2.7% | -4.2% |
| 30D | -11.0% | +10.4% | -21.4% | -15.7% |
| 3M | +13.6% | -3.7% | +17.3% | +15.2% |
| 6M | -10.1% | -10.3% | +0.2% | -6.4% |
| YTD | -18.6% | -14.8% | -3.8% | -13.5% |
| 1Y | -33.1% | -13.9% | -19.2% | -29.6% |
| 3Y | +63.0% | +18.4% | +44.6% | +36.0% |
| 5Y | -13.5% | +31.8% | -45.3% | -33.3% |
| All | -15.4% | +46.5% | -62.0% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling