-35.1%
BITO vs MMM
+9.2%
-44.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -3.4% | -2.1% | -1.3% | -2.8% |
| 30D | +21.4% | -9.8% | +31.3% | +25.2% |
| 3M | +20.5% | +4.9% | +15.6% | +17.8% |
| 6M | +7.4% | +7.3% | 0.0% | +4.2% |
| YTD | -13.9% | +4.5% | -18.4% | -15.3% |
| 1Y | -35.1% | +5.4% | -40.4% | -34.8% |
| All | -35.1% | +9.2% | -44.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling