-10.6%
BITO vs MTZ
+176.3%
-186.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.1% |
| 7D | -3.4% | +1.4% | -4.8% | -3.9% |
| 30D | +21.4% | -14.5% | +35.9% | +26.8% |
| 3M | +20.5% | -32.9% | +53.4% | +33.4% |
| 6M | +7.4% | -20.8% | +28.2% | +11.7% |
| YTD | -13.9% | +10.6% | -24.5% | -20.5% |
| 1Y | -35.1% | +27.1% | -62.1% | -43.1% |
| 3Y | +156.8% | +166.1% | -9.3% | +71.5% |
| All | -10.6% | +176.3% | -186.8% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling