-15.3%
BITO vs MNST
+110.8%
-126.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | -5.6% | -3.9% | -1.7% | -4.3% |
| 30D | -10.9% | +3.9% | -14.8% | -12.2% |
| 3M | +13.8% | -0.8% | +14.6% | +13.6% |
| 6M | -9.9% | +5.1% | -15.0% | -12.2% |
| YTD | -18.4% | +18.3% | -36.7% | -24.7% |
| 1Y | -33.0% | +29.5% | -62.5% | -40.5% |
| 3Y | +63.2% | +64.0% | -0.8% | +26.9% |
| 5Y | -13.4% | +97.2% | -110.5% | -45.9% |
| All | -15.3% | +110.8% | -126.1% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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