-9.4%
BITO vs MPC
+576.5%
-585.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.1% | +3.2% | -2.2% | +0.2% |
| 30D | +21.8% | +25.0% | -3.3% | +14.9% |
| 3M | +25.0% | +55.2% | -30.1% | +10.8% |
| 6M | +11.3% | +86.4% | -75.1% | -7.4% |
| YTD | -12.7% | +148.5% | -161.2% | -33.5% |
| 1Y | -32.3% | +121.7% | -154.0% | -46.9% |
| 3Y | +150.3% | +172.9% | -22.5% | +79.0% |
| All | -9.4% | +576.5% | -585.9% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling