-13.3%
BITO vs MPC
+63.5%
-76.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.5% | -6.8% | -3.8% |
| 7D | -6.3% | +9.4% | -15.7% | -4.6% |
| 30D | -14.6% | -13.4% | -1.2% | -17.1% |
| 3M | +11.4% | +18.9% | -7.4% | +14.7% |
| 6M | -13.3% | +64.9% | -78.2% | -7.1% |
| All | -13.3% | +63.5% | -76.8% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling