-23.4%
BITO vs MTZ
-14.7%
-8.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.4% | +18.3% | +5.5% |
| 7D | -1.9% | -7.4% | +5.5% | -1.3% |
| 30D | -6.7% | -23.6% | +16.9% | -2.5% |
| 3M | +23.1% | -38.3% | +61.4% | +33.5% |
| 6M | -2.0% | -60.6% | +58.6% | +19.4% |
| YTD | -11.4% | -22.9% | +11.5% | -19.2% |
| 1Y | -23.4% | -14.3% | -9.1% | -38.4% |
| All | -23.4% | -14.7% | -8.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling