-32.1%
BITO vs MPC
+110.3%
-142.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -4.2% |
| 7D | -6.3% | +9.4% | -15.7% | -5.9% |
| 30D | -14.6% | -13.4% | -1.2% | -15.1% |
| 3M | +11.4% | +18.9% | -7.4% | +10.6% |
| 6M | -13.3% | +64.9% | -78.2% | -15.7% |
| YTD | -20.9% | +156.8% | -177.7% | -30.6% |
| 1Y | -32.1% | +113.2% | -145.3% | -42.0% |
| All | -32.1% | +110.3% | -142.4% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling