-7.4%
BITO vs MLM
+42.8%
-50.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | +2.9% | -2.9% | +5.8% | +4.4% |
| 30D | +22.6% | -6.8% | +29.4% | +26.9% |
| 3M | +24.7% | -11.2% | +35.9% | +31.1% |
| 6M | +7.5% | -21.8% | +29.3% | +21.2% |
| YTD | -10.8% | -17.0% | +6.2% | -3.6% |
| 1Y | -29.9% | -16.4% | -13.5% | -25.0% |
| 3Y | +158.9% | +14.5% | +144.4% | +120.1% |
| All | -7.4% | +42.8% | -50.2% | -34.5% |
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