+55.1%
BITO vs MPC
+203.2%
-148.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | -9.2% | +11.2% | -20.5% | -10.7% |
| 30D | -15.9% | -14.5% | -1.4% | -14.1% |
| 3M | +7.3% | +16.7% | -9.3% | +3.5% |
| 6M | -15.2% | +67.6% | -82.8% | -24.7% |
| YTD | -23.8% | +157.9% | -181.7% | -40.3% |
| 1Y | -32.2% | +116.7% | -148.8% | -44.4% |
| 3Y | +55.1% | +199.8% | -144.7% | +15.5% |
| All | +55.1% | +203.2% | -148.2% | +15.5% |
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