-20.9%
BITO vs MP
+9.8%
-30.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.2% |
| 7D | -9.2% | +9.5% | -18.7% | -10.9% |
| 30D | -15.9% | -3.0% | -13.0% | -15.7% |
| 3M | +7.3% | -30.4% | +37.7% | +14.2% |
| 6M | -15.2% | -39.2% | +24.0% | -8.5% |
| YTD | -23.8% | -23.3% | -0.5% | -22.2% |
| 1Y | -32.2% | -32.6% | +0.5% | -29.3% |
| 3Y | +55.1% | +159.3% | -104.2% | -1.0% |
| 5Y | -16.7% | -16.4% | -0.2% | -29.5% |
| All | -20.9% | +9.8% | -30.7% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling