+156.8%
BITO vs MTB
+114.2%
+42.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | +21.4% | -4.8% | +26.2% | +23.5% |
| 3M | +20.5% | +6.0% | +14.5% | +17.3% |
| 6M | +7.4% | +19.6% | -12.2% | -0.7% |
| YTD | -13.9% | +21.5% | -35.4% | -21.0% |
| 1Y | -35.1% | +24.7% | -59.8% | -41.2% |
| 3Y | +156.8% | +108.6% | +48.2% | +115.2% |
| All | +156.8% | +114.2% | +42.6% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling