-15.2%
BITO vs MPC
+64.7%
-79.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.5% |
| 7D | -9.2% | +11.2% | -20.5% | -7.3% |
| 30D | -15.9% | -14.5% | -1.4% | -18.7% |
| 3M | +7.3% | +16.7% | -9.3% | +10.4% |
| 6M | -15.2% | +67.6% | -82.8% | -8.2% |
| All | -15.2% | +64.7% | -79.9% | -8.2% |
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