-9.1%
BITO vs MP
+56.9%
-66.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.2% |
| 7D | +1.5% | +3.0% | -1.5% | +0.9% |
| 30D | +20.0% | +8.3% | +11.7% | +17.9% |
| 3M | +22.8% | -3.8% | +26.6% | +22.5% |
| 6M | +13.1% | -4.9% | +18.0% | +11.6% |
| YTD | -12.5% | +9.6% | -22.1% | -16.1% |
| 1Y | -32.6% | -11.7% | -20.8% | -34.2% |
| 3Y | +151.0% | +158.5% | -7.4% | +68.0% |
| All | -9.1% | +56.9% | -66.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling