+161.0%
BITO vs MPC
+170.6%
-9.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.1% | -2.3% |
| 7D | +1.5% | +3.9% | -2.3% | +0.8% |
| 30D | +20.0% | +33.8% | -13.7% | +13.5% |
| 3M | +22.8% | +49.9% | -27.1% | +13.1% |
| 6M | +13.1% | +80.9% | -67.8% | -1.2% |
| YTD | -12.5% | +147.4% | -159.9% | -29.6% |
| 1Y | -32.6% | +123.2% | -155.8% | -44.6% |
| All | +161.0% | +170.6% | -9.6% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling