-7.4%
BITO vs MMM
+31.5%
-38.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +2.9% | -3.3% | +6.2% | +4.0% |
| 30D | +22.6% | -7.0% | +29.6% | +25.6% |
| 3M | +24.7% | +10.8% | +13.8% | +19.8% |
| 6M | +7.5% | +5.8% | +1.7% | +4.8% |
| YTD | -10.8% | +6.8% | -17.6% | -13.4% |
| 1Y | -29.9% | +10.4% | -40.3% | -32.8% |
| 3Y | +158.9% | +104.7% | +54.2% | +94.7% |
| All | -7.4% | +31.5% | -38.9% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling