-13.3%
BITO vs MP
-43.3%
+29.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.0% | -6.3% | -4.6% |
| 7D | -6.3% | +11.0% | -17.3% | -7.6% |
| 30D | -14.6% | -11.7% | -2.9% | -13.4% |
| 3M | +11.4% | -30.8% | +42.2% | +15.7% |
| 6M | -13.3% | -42.9% | +29.6% | -10.9% |
| All | -13.3% | -43.3% | +29.9% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling