-29.9%
BITO vs MP
-17.4%
-12.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -2.7% |
| 7D | +2.9% | -2.9% | +5.7% | +3.4% |
| 30D | +22.6% | +13.8% | +8.8% | +19.4% |
| 3M | +24.7% | -16.7% | +41.3% | +27.9% |
| 6M | +7.5% | -11.5% | +18.9% | +7.5% |
| YTD | -10.8% | +7.9% | -18.7% | -13.3% |
| 1Y | -29.9% | -15.0% | -14.9% | -29.2% |
| All | -29.9% | -17.4% | -12.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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