+156.8%
BITO vs MMM
+97.7%
+59.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -5.8% | -3.2% | -2.6% | -4.9% |
| 30D | +21.1% | -10.7% | +31.8% | +24.9% |
| 3M | +23.5% | +4.3% | +19.2% | +21.6% |
| 6M | +8.3% | +5.9% | +2.4% | +5.9% |
| YTD | -13.9% | +3.2% | -17.0% | -15.1% |
| 1Y | -34.5% | +8.0% | -42.5% | -36.2% |
| All | +156.8% | +97.7% | +59.2% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling