-14.2%
BITO vs MPWR
+209.9%
-224.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.9% | -7.6% | -1.3% |
| 7D | -7.0% | +17.3% | -24.3% | -11.9% |
| 30D | -10.2% | +12.1% | -22.3% | -14.0% |
| 3M | +16.2% | +5.6% | +10.6% | +12.6% |
| 6M | -10.7% | -10.7% | 0.0% | -10.5% |
| YTD | -17.4% | +64.0% | -81.3% | -32.7% |
| 1Y | -29.9% | +55.9% | -85.9% | -42.1% |
| 3Y | +65.4% | +199.5% | -134.1% | -3.2% |
| 5Y | -10.8% | +176.6% | -187.3% | -48.8% |
| All | -14.2% | +209.9% | -224.1% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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