-32.3%
BITO vs MP
-14.3%
-18.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | +1.1% | -0.7% | +1.8% | +1.2% |
| 30D | +21.8% | -0.7% | +22.4% | +21.6% |
| 3M | +25.0% | 0.0% | +25.0% | +23.9% |
| 6M | +11.3% | -10.0% | +21.3% | +11.0% |
| YTD | -12.7% | +7.5% | -20.2% | -15.1% |
| 1Y | -32.3% | -14.0% | -18.3% | -31.9% |
| All | -32.3% | -14.3% | -18.0% | -31.9% |
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