-23.4%
BITO vs MULL
+444.9%
-468.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -13.8% | +16.7% | +3.9% |
| 7D | -1.9% | -35.9% | +34.0% | +1.1% |
| 30D | -6.7% | -47.3% | +40.6% | -2.8% |
| 3M | +23.1% | -30.6% | +53.6% | +25.0% |
| 6M | -2.0% | +13.7% | -15.7% | -10.5% |
| YTD | -11.4% | +272.1% | -283.5% | -29.3% |
| 1Y | -23.4% | +475.1% | -498.4% | -42.7% |
| All | -23.4% | +444.9% | -468.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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