-10.6%
BITO vs MTB
+84.5%
-95.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.5% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | +21.1% | -4.6% | +25.7% | +23.1% |
| 3M | +23.5% | +7.4% | +16.1% | +19.7% |
| 6M | +8.3% | +18.7% | -10.4% | +0.7% |
| YTD | -13.9% | +21.1% | -34.9% | -20.6% |
| 1Y | -34.5% | +24.1% | -58.6% | -40.4% |
| 3Y | +147.0% | +115.3% | +31.7% | +83.2% |
| All | -10.6% | +84.5% | -95.0% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling