-17.9%
BITO vs MPC
+599.2%
-617.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -4.9% |
| 7D | -6.3% | +9.4% | -15.7% | -8.2% |
| 30D | -14.6% | -13.4% | -1.2% | -12.1% |
| 3M | +11.4% | +18.9% | -7.4% | +5.6% |
| 6M | -13.3% | +64.9% | -78.2% | -25.2% |
| YTD | -20.9% | +156.8% | -177.7% | -40.8% |
| 1Y | -32.1% | +113.2% | -145.3% | -46.3% |
| 3Y | +58.2% | +201.8% | -143.6% | +8.9% |
| 5Y | -13.6% | +601.4% | -615.0% | -59.7% |
| All | -17.9% | +599.2% | -617.1% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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