-7.4%
BITO vs MPC
+558.7%
-566.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +2.9% | +5.4% | -2.6% | +1.5% |
| 30D | +22.6% | +31.0% | -8.4% | +14.1% |
| 3M | +24.7% | +46.0% | -21.4% | +12.3% |
| 6M | +7.5% | +77.3% | -69.9% | -9.4% |
| YTD | -10.8% | +141.9% | -152.7% | -31.6% |
| 1Y | -29.9% | +120.9% | -150.8% | -45.0% |
| 3Y | +158.9% | +182.7% | -23.8% | +82.3% |
| All | -7.4% | +558.7% | -566.0% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling