-10.6%
BITO vs MPC
+570.6%
-581.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.4% | +1.8% | -5.3% | -3.9% |
| 30D | +21.4% | +14.0% | +7.4% | +17.3% |
| 3M | +20.5% | +52.2% | -31.7% | +7.4% |
| 6M | +7.4% | +75.8% | -68.4% | -9.0% |
| YTD | -13.9% | +146.3% | -160.2% | -34.3% |
| 1Y | -35.1% | +120.8% | -155.9% | -49.0% |
| 3Y | +156.8% | +172.6% | -15.8% | +83.5% |
| All | -10.6% | +570.6% | -581.1% | -57.4% |
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